A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A

absolute(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Creates a shift that adds a fixed amount to the value at every node in the curve.

absolute(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Creates a shift that adds a fixed amount to the value at every node in the curve.

absolute(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Creates a shift that adds a fixed amount to the value at the specified node.

absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Returns a curve based on an underlying curve with a fixed amount added to the Y values.

absoluteTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

Sets the absolute tolerance for the root finder.

absoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

The meta-property for the absoluteTolerance property.

AbstractBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond

Base pricer for bond futures.

AbstractBondFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer

Creates an instance.

AbstractBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond

Base pricer for bond futures.

AbstractBondFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Creates an instance.

AbstractBulletPaymentFunction<T> - Class in com.opengamma.strata.function.calculation.payment

Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.

AbstractBulletPaymentFunction() - Constructor for class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractBulletPaymentFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction

Creates a new instance.

AbstractCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.function.calculation

Abstract function calculating a result for each of a set of scenarios.

AbstractCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractCalculationFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction

Creates a new instance.

AbstractCdsFunction<T> - Class in com.opengamma.strata.function.calculation.credit

Perform calculations on a single CdsTrade for each of a set of scenarios.

AbstractCdsFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractCdsFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

Creates a new instance.

AbstractDeliverableSwapFutureFunction<T> - Class in com.opengamma.strata.function.calculation.swap

Perform calculations on a single DeliverableSwapFutureTrade for each of a set of scenarios.

AbstractDeliverableSwapFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractDeliverableSwapFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction

Creates a new instance.

AbstractDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap

Base pricer for deliverable swap futures.

AbstractDeliverableSwapFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer

Creates an instance.

AbstractDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap

Base pricer for deliverable swap futures.

AbstractDeliverableSwapFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer

Creates an instance.

AbstractFraFunction<T> - Class in com.opengamma.strata.function.calculation.fra

Perform calculations on a single FraTrade for each of a set of scenarios.

AbstractFraFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.AbstractFraFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractFraFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fra.AbstractFraFunction

Creates a new instance.

AbstractFxNdfFunction<T> - Class in com.opengamma.strata.function.calculation.fx

Perform calculations on a single FxNdfTrade for each of a set of scenarios.

AbstractFxNdfFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractFxNdfFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction

Creates a new instance.

AbstractFxSingleFunction<T> - Class in com.opengamma.strata.function.calculation.fx

Perform calculations on a single FxSingleTrade for each of a set of scenarios.

AbstractFxSingleFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractFxSingleFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction

Creates a new instance.

AbstractFxSwapFunction<T> - Class in com.opengamma.strata.function.calculation.fx

Perform calculations on a single FxSwapTrade for each of a set of scenarios.

AbstractFxSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractFxSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction

Creates a new instance.

AbstractGenericFutureFunction<T> - Class in com.opengamma.strata.function.calculation.future

Perform calculations on a single GenericFutureTrade for each of a set of scenarios.

AbstractGenericFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractGenericFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction

Creates a new instance.

AbstractGenericFutureOptionFunction<T> - Class in com.opengamma.strata.function.calculation.future

Perform calculations on a single GenericFutureOptionTrade for each of a set of scenarios.

AbstractGenericFutureOptionFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractGenericFutureOptionFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction

Creates a new instance.

AbstractIborFutureFunction<T> - Class in com.opengamma.strata.function.calculation.index

Perform calculations on a single IborFutureTrade for each of a set of scenarios.

AbstractIborFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractIborFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction

Creates a new instance.

AbstractIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Base pricer for Ibor futures.

AbstractIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer

Creates an instance.

AbstractIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Base pricer for Ibor futures.

AbstractIborFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Creates an instance.

AbstractRatesProvider - Class in com.opengamma.strata.pricer.rate

An abstract rates provider implementation.

AbstractRatesProvider() - Constructor for class com.opengamma.strata.pricer.rate.AbstractRatesProvider

AbstractSwapFunction<T> - Class in com.opengamma.strata.function.calculation.swap

Perform calculations on a single SwapTrade for each of a set of scenarios.

AbstractSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction

Creates a new instance.

AbstractSwaptionFunction<T> - Class in com.opengamma.strata.function.calculation.swaption

Perform calculations on a single SwaptionTrade for each of a set of scenarios.

AbstractSwaptionFunction() - Constructor for class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractSwaptionFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

Creates a new instance.

AbstractTermDepositFunction<T> - Class in com.opengamma.strata.function.calculation.deposit

Perform calculations on a single TermDepositTrade for each of a set of scenarios.

AbstractTermDepositFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction

Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.

AbstractTermDepositFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction

Creates a new instance.

accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer

Performs this operation on the given arguments.

accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer

Performs this operation on the given argument.

accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer

Consumes the values, performing an action.

accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer

Consumes the values, performing an action.

ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The day count used to calculate the year fraction.

ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The number of days between the start and end dates.

ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of accrual periods.

ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The year fraction between the start and end dates.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualDayCount - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The day count convention to be used for calculating the accrual.

accrualDayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the day count convention to be used for calculating the accrual.

accrualDayCount() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the accrualDayCount property.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the accrualFactor property.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the method of accruing overnight interest, defaulted to 'Compounded'.

accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the accrualMethod property.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the method of accruing overnight interest, defaulted to 'Compounded'.

accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualMethod property.

accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the accrual periods that combine to form the payment period.

accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the accrualPeriods property in the builder from an array of objects.

accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the accrualPeriods property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the accrual period schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the accrualSchedule property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the accrual schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the accrualSchedule property.

ACCRUED_INTEREST - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the accrued interest of the calculation target.

accruedInterest(FixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the accrued interest of the fixed coupon bond with the specified settlement date.

accruedInterest(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the accrued interest since the last payment.

accruedInterest(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the accrued interest since the last payment.

accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the accrued interest since the last payment.

ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/360' day count, which divides the actual number of days by 360.

ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/364' day count, which divides the actual number of days by 364.

ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365.25' day count, which divides the actual number of days by 365.25.

ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.

ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).

ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365L' day count, which divides the actual number of days by 365 or 366.

ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.

ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.

ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.

add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a point sensitivity, mutating the internal list.

addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a list of point sensitivities, mutating the internal list.

addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Merges the list of point sensitivities from another instance, mutating the internal list.

addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder

Adds a constructor argument used when creating function instances.

addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Adds a constructor argument for creating function instances to perform calculations.

addArguments(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder

Adds constructor arguments used when creating function instances.

addCurve(NodalCurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.

addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds a curve to the curve group definition which is used to provide discount rates and forward rates.

addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Adds an item of configuration that is the default of its type.

addDiscountCurve(NodalCurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

AddFixedCurve - Class in com.opengamma.strata.market.curve

A curve formed from two curves, the fixed curve and the spread curve.

AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for AddFixedCurve.

addForwardCurve(NodalCurveDefinition, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addForwardCurve(CurveName, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addFunction(Measure, Class<? extends CalculationSingleFunction<T, ?>>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Adds a function to the function group.

addFunction(Measure, FunctionConfig<T>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Adds a function to the function group.

addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds a single piece of additional information.

addInfo(Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds additional information.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the additional spread added to the price.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the addition convention to apply.

additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the additionConvention property.

additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the addition convention to apply.

additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the additionConvention property.

addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function.

addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function, including the list index.

addMeasures(Measure...) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Adds measures to the pricing rule.

addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds the output currencies.

addParameterMetadata(CurveParameterMetadata) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds a single piece of parameter metadata.

addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder

Adds a new rate for a currency pair to the builder.

addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder

Add a new pair of currencies to the builder.

addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder

Adds a collection of new rates for currency pairs to the builder.

addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds all requirements from an instance of MarketDataRequirements to this builder.

addResult(MarketDataId<T>, Result<MarketDataBox<T>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a result for a single item of market data, replacing any existing value with the same ID.

addResultUnsafe(MarketDataId<T>, Result<MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a result for a single item of market data, replacing any existing value with the same ID.

addShift(int, Object, double) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder

Adds a shift for a curve node to the builder.

addShift(Object, double) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder

Adds a shift for a curve node to the builder.

addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder

Adds multiple shifts to the builder.

addShifts(Map<?, Double>) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder

Adds multiple shifts to the builder.

addTimeSeries(ObservableKey, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds a time-series of market data values to the builder.

addTimeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds multiple time-series of market data values to the builder.

addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a time series of observable market data values, replacing any existing time series with the same ID.

addTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple time series of observable market data, replacing any existing time series with the same IDs.

addTimeSeriesResult(ObservableId, Result<LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a time series of observable market data values, replacing any existing time series with the same ID.

addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor

Adds this tenor to the specified date.

addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency

Adds the period of this frequency to the specified date.

addValue(MarketDataKey<T>, T) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds a value to the builder.

addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a single item of market data, replacing any existing value with the same ID.

addValue(MarketDataId<T>, MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a single item of market data, replacing any existing value with the same ID.

addValue(MarketDataId<T>, List<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple values for an item of market data, one for each scenario.

addValue(MarketDataId<T>, ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple values for an item of market data, one for each scenario.

addValues(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds multiple values to the builder.

addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

addValues(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple items of market data, replacing any existing values with the same IDs.

addValuesById(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds multiple values to the builder.

adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Adjusts the date as necessary if it is not a business day.

adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Adjusts the date as necessary if it is not a business day.

adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster

Adjusts the date according to the rules of the implementation.

adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Adjusts the date, adding the period in days using the holiday calendar and then applying a business day adjustment.

adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Adjusts the base date, adding the period and applying the convention rule.

adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Adjusts the date, adding the period and then applying the business day adjustment.

adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Adjusts the date, adding the tenor and then applying the business day adjustment.

adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Adjusts the date according to the rules of the roll convention.

adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Adjusts the base value based on the criteria of this adjustment.

adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Adjusts the base value based on the type and the modifying value.

adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Adjusts the specified rate according to the rate method rule.

AdjustableDate - Class in com.opengamma.strata.basics.date

An adjustable date.

AdjustableDate.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for AdjustableDate.

adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Returns an adjuster that changes the date.

adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment

Adjusts the payment date using the rules of the specified adjuster.

adjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Adjusts the date using the business day adjustment.

adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster

Adjusts the temporal according to the rules of the implementation.

adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

The meta-property for the adjustment property.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the adjustment property.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the adjustment property.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the adjustment property.

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange

adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentEvent

Adjusts the payment date using the rules of the specified adjuster.

adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Adjusts the payment date using the rules of the specified adjuster.

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

AED - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'AED' - UAE Dirham.

AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner

Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.

AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener

agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

Sets the FX rate agreed for the value date at the inception of the trade.

agreedFxRate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

The meta-property for the agreedFxRate property.

agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the FX rate agreed for the value date at the inception of the trade.

agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the agreedFxRate property.

ALL - Static variable in class com.opengamma.strata.collect.range.LocalDateRange

A range over the whole time-line.

allIndices() - Method in class com.opengamma.strata.product.swap.Swap

Returns the set of indices referred to by the swap.

allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Returns the set of indices referred to by the leg.

allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Checks if all the results are successful.

allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Checks if all the results are successful.

AllTargetsMarketDataRule - Class in com.opengamma.strata.calc.config

A market data rule which matches all calculation targets.

AllTargetsMarketDataRule.Meta - Class in com.opengamma.strata.calc.config

The meta-bean for AllTargetsMarketDataRule.

alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the alpha value for the specified period with respect to the maturity date.

alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the alpha and its derivative values for the specified period with respect to the maturity date.

alphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the alphaSensitivity property.

alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the complete map of alternate name to standard name.

ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule

A value schedule that always has the value zero.

ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule

A value schedule that always has the value one.

ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Generates a failure result for an ambiguous token.

amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the amount associated with the leg.

amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the amount property.

amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the known amount schedule.

amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the amount property.

amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the notional amount.

amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the amount property.

amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

The meta-property for the amounts property.

and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that returns true if both predicates return true.

and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that returns true if both predicates return true.

and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that returns true if both predicates return true.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction

Returns a new function that composes this function and the specified function.

annuityCash(SwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the conventional cash annuity from a swap leg.

annuityCashDerivative(SwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.

AnyCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter that matches any curve.

AnyCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for AnyCurveFilter.

AnyDiscountCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter that matches any discount curve.

AnyDiscountCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for AnyDiscountCurveFilter.

anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Checks if any of the results are failures.

anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Checks if any of the results are failures.

AnyIndexForwardCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter that matches any forward curve for an index.

AnyIndexForwardCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for AnyIndexForwardCurveFilter.

anyTarget(MarketDataMappings) - Static method in interface com.opengamma.strata.calc.config.MarketDataRule

Returns a market data rule that matches any target.

apply(Function<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Applies a function to the contents of the box and returns another box.

apply(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Applies a function to the contents of the box once for each scenario and returns a box containing scenario data built from the return values of the function calls.

apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies an operator to each element in the array, returning a new array.

apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction

Applies this function to the given arguments.

apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction

Applies this function to the given argument.

apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction

Applies the function.

apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction

Applies the function.

apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction

Applies the function.

applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies an addition to each element in the array, returning a new array.

applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator

Applies the function.

applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction

Performs an operation on the values.

applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction

Performs an operation on the values.

applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction

Performs an operation on the values.

applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies a multiplication to each element in the array, returning a new array.

applyPerturbation(MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Applies the perturbations in this mapping to an item of market data and returns the results.

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.curve.Curve

Applies the perturbation to this curve.

applyPerturbation(Perturbation<Surface>) - Method in interface com.opengamma.strata.market.surface.Surface

Applies the perturbation to this surface.

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Applies the specified perturbation to the underlying curve.

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Applies the specified perturbation to the underlying curve.

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Applies the specified perturbation to the underlying curve.

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType

Applies the shift to the value using appropriate logic for the shift type.

applyTo(MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation

Applies this perturbation to the market data in a box, returning a box containing new, modified data.

applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

applyTo(T) - Method in interface com.opengamma.strata.market.Perturbation

Applies this perturbation to the specified market data, returning a new, modified instance.

applyToPeriod(SchedulePeriod) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Applies this FxResetCalculation to the the specified period.

AR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'AR' - Argentina.

ArgChecker - Class in com.opengamma.strata.collect

Contains utility methods for checking inputs to methods.

arguments() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

The meta-property for the arguments property.

arguments() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the arguments property.

ARS - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ARS' - Argentine Peso.

asMap() - Method in class com.opengamma.strata.collect.io.IniFile

Returns the INI file as a map.

asMap() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the property set as a map, throwing an exception if any key has multiple values.

asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the property set as a multimap.

Attributable - Interface in com.opengamma.strata.product

Provides access to an set of additional attributes.

attributes(Map<String, String>) - Method in class com.opengamma.strata.product.TradeInfo.Builder

Sets the set of additional trade attributes.

attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the attributes property.

attributes(Map<String, String>) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

Sets the extensible set of attributes.

attributes() - Method in class com.opengamma.strata.product.UnitSecurity.Meta

The meta-property for the attributes property.

AU - Static variable in class com.opengamma.strata.basics.location.Country

The country 'AU' - Australia.

AUD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'AUD' - Australian Dollar.

averagingMethod(IborRateAveragingMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the rate averaging method, defaulted to 'Unweighted'.

averagingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the averagingMethod property.

B

baseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the baseCurrencyAmount property.

baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the baseCurrencyDiscountFactors property.

baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

The meta-property for the baseCurrencyPayment property.

BaseProvider - Interface in com.opengamma.strata.pricer

A provider of data used for pricing.

BE - Static variable in class com.opengamma.strata.basics.location.Country

The country 'BE' - Belgium.

BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a bean to produce another object.

BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

beanType() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

beanType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

beanType() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

beanType() - Method in class com.opengamma.strata.calc.Column.Meta

beanType() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta

beanType() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

beanType() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta

beanType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

beanType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.Results.Meta

beanType() - Method in class com.opengamma.strata.collect.id.StandardId.Meta

beanType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

beanType() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta

beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

beanType() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

beanType() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

beanType() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

beanType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

beanType() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

beanType() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

beanType() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

beanType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

beanType() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

beanType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.equity.Equity.Meta

beanType() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

beanType() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

beanType() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

beanType() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityLink.Meta

beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta

beanType() - Method in class com.opengamma.strata.product.UnitSecurity.Meta

beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

betaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the betaSensitivity property.

BGN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BGN' - Bulgarian Lev.

BHD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BHD' - Bahraini Dinar.

biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiConsumer interface.

biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiFunction interface.

binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BinaryOperator interface.

bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Binds this interpolator to the specified extrapolators.

bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Binds this extrapolator to a curve.

bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Binds this interpolator to a curve where no extrapolation is permitted.

bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Binds this interpolator to a curve specifying the extrapolators to use.

biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiPredicate interface.

BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer of options on bond future with a lognormal model on the underlying future price.

BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Creates an instance.

BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future option.

BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Creates an instance.

BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange vanilla option transaction products with a lognormal model.

BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Creates an instance.

BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange vanilla option trades with a lognormal model.

BlackFxVanillaOptionTradePricer() - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.

BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Creates an instance.

BlackSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with par yield curve method of cash settlement in log-normal or Black model on the swap rate.

BlackSwaptionCashParYieldTradePricer(BlackSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Creates an instance.

BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for BlackSwaptionExpiryTenorVolatilities.

BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.

BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Creates an instance.

BlackSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with physical settlement in log-normal or Black model on the swap rate.

BlackSwaptionPhysicalTradePricer(BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Creates an instance.

BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

BlackVolatilityBondFutureProvider - Interface in com.opengamma.strata.pricer.bond

Data provider of volatility for bond future options in the lognormal or Black model.

BlackVolatilityExpLogMoneynessBondFutureProvider - Class in com.opengamma.strata.pricer.bond

Data provider of volatility for bond future options in the log-normal or Black model.

BlackVolatilityExpLogMoneynessBondFutureProvider.Builder - Class in com.opengamma.strata.pricer.bond

The bean-builder for BlackVolatilityExpLogMoneynessBondFutureProvider.

BlackVolatilityExpLogMoneynessBondFutureProvider.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.

BlackVolatilityFlatFxProvider - Class in com.opengamma.strata.pricer.fx

Data provider of volatility for FX options in the lognormal or Black-Scholes model.

BlackVolatilityFlatFxProvider.Builder - Class in com.opengamma.strata.pricer.fx

The bean-builder for BlackVolatilityFlatFxProvider.

BlackVolatilityFlatFxProvider.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for BlackVolatilityFlatFxProvider.

BlackVolatilityFxProvider - Interface in com.opengamma.strata.pricer.fx

Data provider of volatility for FX options in the lognormal or Black-Scholes model.

BlackVolatilitySurfaceFxProvider - Class in com.opengamma.strata.pricer.fx

Data provider of volatility for FX options in the lognormal or Black-Scholes model.

BlackVolatilitySurfaceFxProvider.Builder - Class in com.opengamma.strata.pricer.fx

The bean-builder for BlackVolatilitySurfaceFxProvider.

BlackVolatilitySurfaceFxProvider.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for BlackVolatilitySurfaceFxProvider.

BondFuture - Class in com.opengamma.strata.product.bond

A futures contract, based on a basket of fixed coupon bonds.

BondFuture.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFuture.

BondFuture.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFuture.

BondFutureOption - Class in com.opengamma.strata.product.bond

A futures option contract, based on bonds.

BondFutureOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOption.

BondFutureOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOption.

BondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for bond future option products with daily margin.

BondFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer

Creates an instance.

BondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for bond future option trades with daily margin.

BondFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Creates an instance.

BondFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to an implied volatility for a bond future option model.

BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for BondFutureOptionSensitivity.

BondFutureOptionTrade - Class in com.opengamma.strata.product.bond

A trade representing an option on a futures contract based on bonds.

BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionTrade.

BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionTrade.

BondFutureProvider - Interface in com.opengamma.strata.pricer.bond

Data provider for for model parameters related to Bond futures and their options.

BondFutureTrade - Class in com.opengamma.strata.product.bond

A trade representing a futures contract based on a fixed coupon bond.

BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureTrade.

BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureTrade.

bondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the bondGroup property.

BondGroup - Class in com.opengamma.strata.market.value

Bond group.

bondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

The meta-property for the bondGroup property.

bondMap(Map<StandardId, BondGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the bond group map.

bondMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the bondMap property.

BoundCurveExtrapolator - Interface in com.opengamma.strata.market.interpolator

A curve extrapolator that has been bound to a specific curve.

BoundCurveInterpolator - Interface in com.opengamma.strata.market.interpolator

A curve interpolator that has been bound to a specific curve.

BR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'BR' - Brazil.

BRL - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BRL' - Brazil Dollar.

BUCKETED_GAMMA_PV01 - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the Bucketed Gamma PV01 of the calculation target.

BUCKETED_PV01 - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the Bucketed PV01 of the calculation target.

bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Applies a bucketed shift to a single node.

bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Applies a bucketed shift to a single node.

build() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder

Build a new FxMatrix from the data in the builder.

build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder

build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

build() - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Returns a set of market data built from the data in this builder.

build() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

build() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

build() - Method in class com.opengamma.strata.calc.CalculationRules.Builder

build() - Method in class com.opengamma.strata.calc.Column.Builder

build() - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder

Returns an instance of FunctionConfig built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Returns a function group built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Returns a pricing rule built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Returns a MarketDataConfig instance built from the data in this builder.

build(I, CalculationEnvironment, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction

Builds and returns the market data identified by the ID.

build(Set<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction

build(MissingMappingId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

build(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction

Returns market data values for the IDs in requirements or the details of why the data couldn't be built.

build() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Returns a set of market data requirements built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Builds a set of market data from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

build(MarketDataId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction

build() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

build() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

build() - Method in class com.opengamma.strata.calc.runner.Results.Builder

build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Build the time-series from the builder.

build(CurveGroupId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

build(CurveInputsId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

build() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder

Returns an instance of CurvePointShifts built from the data in this builder.

build(DiscountCurveId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

build(IborIndexCurveId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

build(OvernightIndexCurveId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

build() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

build() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

build(FxRateId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

build() - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Returns a set of market data mappings built from the data in this builder.

build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

build() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Builds the definition of the curve group from the data in this object.

build() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

build() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder

Returns an instance of CurvePointShift built from the data in this builder.

build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Builds the map.

build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the resulting point sensitivity.

build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

build() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

build() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Completes the builder, returning the provider.

build() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

build() - Method in class com.opengamma.strata.product.credit.Cds.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

build() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

build() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

build() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

build() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.equity.Equity.Builder

build() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

build() - Method in class com.opengamma.strata.product.fra.Fra.Builder

build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

build() - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

build() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

build() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

build() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

build() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

build() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.SecurityLink.Builder

build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

build() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.FxReset.Builder

build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.Swap.Builder

build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

build() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

build() - Method in class com.opengamma.strata.product.TradeInfo.Builder

build() - Method in class com.opengamma.strata.product.UnitSecurity.Builder

build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

build() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

build() - Method in class com.opengamma.strata.report.ReportRequirements.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a builder that can be used to build instances of FxMatrix.

builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

builder() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

builder() - Static method in class com.opengamma.strata.basics.currency.Payment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

builder() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

builder() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

builder(LocalDate) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData

Creates a builder that can be used to build an instance of MarketData.

builder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

builder() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

builder() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta

builder() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

builder() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

builder() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

builder() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueStep

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

builder() - Static method in class com.opengamma.strata.calc.CalculationRules

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

builder() - Static method in class com.opengamma.strata.calc.Column

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.Column.Meta

builder() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta

builder() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

builder() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta

builder(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig

Returns a mutable builder for building FunctionConfig.

builder() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Returns a mutable builder for building a default function group.

builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule

Returns a builder for building pricing rules.

builder() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns a mutable builder for building an instance of MarketDataConfig.

builder() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Returns an empty mutable builder for building up a set of requirements.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns an empty mutable builder for building a new instance of MarketEnvironment.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

builder() - Static method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

builder() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

builder() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

builder() - Static method in class com.opengamma.strata.calc.runner.Results

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.runner.Results.Meta

builder() - Method in class com.opengamma.strata.collect.id.StandardId.Meta

builder() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

builder() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta

builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

builder() - Method in class com.opengamma.strata.collect.result.Result.Meta

builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Creates an empty builder, used to create time-series.

builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

builder(ShiftType) - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Returns a new mutable builder for building instances of CurvePointShift.

builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

builder() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

builder() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Restricted constructor.

Builder(SwapLegAmount) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Returns a mutable builder for building the definition for a curve group.

builder() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveInputs

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

builder() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

builder(ShiftType) - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

Returns a new mutable builder for building instances of CurvePointShift.

builder() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

builder() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

builder() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Returns a builder for creating the map.

builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

builder() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

builder() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

builder() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

builder() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

builder() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

builder() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

builder() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

builder() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

builder() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

builder() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

builder() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

builder() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

builder() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Creates a builder specifying the valuation date.

builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

builder() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.credit.Cds

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ExpandedCds

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.product.credit.ExpandedCds.Builder

Restricted constructor.

Builder(ExpandedCds) - Constructor for class com.opengamma.strata.product.credit.ExpandedCds.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

builder() - Static method in class com.opengamma.strata.product.credit.FeeLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

builder() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

builder() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

builder() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.equity.Equity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.equity.Equity.Meta

builder() - Static method in class com.opengamma.strata.product.equity.EquityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.ExpandedFra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.Fra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.FraTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

builder() - Static method in class com.opengamma.strata.product.future.GenericFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

builder() - Static method in class com.opengamma.strata.product.future.GenericFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.future.GenericFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

builder() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

builder() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.product.index.IborFutureOption.Builder

Restricted constructor.

Builder(IborFutureOption) - Constructor for class com.opengamma.strata.product.index.IborFutureOption.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

builder() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.IborRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Restricted constructor.

Builder(InflationInterpolatedRateObservation) - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityLink

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityLink.Meta

builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ExpandedSwap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxReset

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.NotionalExchange

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean, based on a schedule period.

builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.StubCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.Swap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.CashSettlement

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.Swaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.TradeInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta

builder(R) - Static method in class com.opengamma.strata.product.UnitSecurity

Returns a builder used to create an instance, specifying the product.

builder() - Static method in class com.opengamma.strata.product.UnitSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.UnitSecurity.Meta

builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

builder() - Static method in class com.opengamma.strata.report.ReportCalculationResults

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

builder() - Static method in class com.opengamma.strata.report.ReportRequirements

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder

Restricted constructor.

Builder(ReportRequirements) - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Restricted constructor.

Builder(TradeReportColumn) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the point sensitivity, adding to the specified mutable instance.

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig, ScenarioDefinition) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds a set of market data.

buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

BulletPayment - Class in com.opengamma.strata.product.payment

A bullet payment.

BulletPayment.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPayment.

BulletPayment.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPayment.

BulletPaymentBucketedPv01Function - Class in com.opengamma.strata.function.calculation.payment

Calculates the bucketed PV01, the present value curve parameter sensitivity of a BulletPaymentTrade.

BulletPaymentBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentBucketedPv01Function

BulletPaymentFunctionGroups - Class in com.opengamma.strata.function.calculation.payment

Contains function groups for built-in Bullet Payment calculation functions.

BulletPaymentPv01Function - Class in com.opengamma.strata.function.calculation.payment

Calculates PV01, the present value sensitivity of a BulletPaymentTrade.

BulletPaymentPv01Function() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentPv01Function

BulletPaymentPvFunction - Class in com.opengamma.strata.function.calculation.payment

Calculates the present value of an BulletPaymentTrade for each of a set of scenarios.

BulletPaymentPvFunction() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentPvFunction

BulletPaymentTrade - Class in com.opengamma.strata.product.payment

A bullet payment trade.

BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPaymentTrade.

BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPaymentTrade.

BusinessDayAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date if it falls on a day other than a business day.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the business day adjustment to apply.

businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the business day adjustment to apply to the start and end dates.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the business day adjustment to apply to the start and end dates.

businessDayAdjustment - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The business day adjustment to apply to the start and end dates.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the business day adjustment.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the business day adjustment to apply to the reference date.

businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the business day adjustment to apply to each reset date.

businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the businessDayAdjustment property.

BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for BusinessDayAdjustment.

BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for BusinessDayAdjustment.

BusinessDayConvention - Interface in com.opengamma.strata.basics.date

A convention defining how to adjust a date if it falls on a day other than a business day.

BusinessDayConventions - Class in com.opengamma.strata.basics.date

Constants and implementations for standard business day conventions.

BuySell - Enum in com.opengamma.strata.basics

Flag indicating whether a trade is "buy" or "sell".

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the buySell property.

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets whether the term deposit is 'Buy' or 'Sell'.

buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the buySell property.

buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets whether the FRA is buy or sell.

buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the buySell property.

buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets whether the CDS is buy or sell.

buySellProtection() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the buySellProtection property.

buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets whether the CDS is buy or sell.

buySellProtection() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the buySellProtection property.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CA' - Canada.

CAD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CAD' - Canadian Dollar.

calculateAdjustedSettleDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the adjusted settlement date.

calculateAdjustedStartDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the adjusted start date.

calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the effective date from the fixing date.

calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the fixing date from the effective date.

calculateFixingFromMaturity(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the fixing date from the maturity date.

calculateFixingFromMaturity(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the maturity date from the effective date.

calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateMultipleScenarios(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultipleScenarios(CalculationTasks, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultipleScenariosAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateMultipleScenariosAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateNumeraire(ExpandedSwaption, ExpandedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the numeraire, used to multiply the results.

calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Calculates the publication date from the fixing date.

calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the publication date from the fixing date.

calculateReferenceDateFromTradeDate(LocalDate, Period, int) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, Period, int) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

calculateSingleScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for a single set of market data.

calculateSingleScenario(CalculationTasks, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for a single set of market data.

calculateSingleScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.

calculateSingleScenarioAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.

calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Calculates the spot date from the trade date.

calculateStrike(ExpandedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the strike.

calculateUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the previous CDS date.

calculateUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the unadjusted maturity date.

calculateUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Used in curve point calculation.

calculateUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the unadjusted step-in date.

calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the interest rate accrual calculation.

calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the calculation property.

CalculationEnvironment - Interface in com.opengamma.strata.calc.marketdata

A interface for looking up items of market data by ID, used when building market data.

CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function

Supertype of all functions that calculate values of measures for a target.

CalculationListener - Interface in com.opengamma.strata.calc.runner

Listener that is notified when calculations are performed by a CalculationRunner.

CalculationMarketData - Interface in com.opengamma.strata.calc.marketdata

A source of market data provided to an engine function and used for a calculation across multiple scenarios.

CalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function

A function that calculates multiple values for a target using multiple sets of market data.

CalculationResult - Class in com.opengamma.strata.calc.runner

The result of a single calculation performed by a CalculationRunner.

CalculationResult.Builder - Class in com.opengamma.strata.calc.runner

The bean-builder for CalculationResult.

CalculationResult.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for CalculationResult.

calculationResults(Results) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

Sets the calculation results.

calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the calculationResults property.

CalculationRules - Class in com.opengamma.strata.calc

A set of rules that define how the calculation engine should perform calculations.

CalculationRules.Builder - Class in com.opengamma.strata.calc

The bean-builder for CalculationRules.

CalculationRules.Meta - Class in com.opengamma.strata.calc

The meta-bean for CalculationRules.

CalculationRunner - Interface in com.opengamma.strata.calc

Component that provides the ability to perform calculations on multiple targets, measures and scenarios.

calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when all calculations have completed.

CalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner.function

A function that calculates a value for a target using multiple sets of market data.

CalculationTarget - Interface in com.opengamma.strata.basics

The target of calculation within a system.

CalculationTask - Class in com.opengamma.strata.calc.runner

A single task that will be used to perform a calculation.

CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner

Component that provides the ability to run calculation tasks.

CalculationTasks - Class in com.opengamma.strata.calc.runner

The tasks that will be used to perform the calculations.

calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the calendar that defines holidays and business days.

calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the calendar property.

calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the holiday calendar that defines the meaning of a day when performing the addition.

calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the calendar property.

calibrate(CurveGroupDefinition, LocalDate, MarketData, Map<Index, LocalDateDoubleTimeSeries>) - Method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator

Calibrates a single curve group, containing one or more curves.

calibrate(List<CurveGroupDefinition>, ImmutableRatesProvider, MarketData) - Method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator

Calibrates a list of curve groups, each containing one or more curves.

CalibrationMeasure<T extends Trade> - Interface in com.opengamma.strata.pricer.calibration

Provides access to the measures needed to perform curve calibration for a single type of trade.

CalibrationMeasures - Class in com.opengamma.strata.pricer.calibration

Provides access to the measures needed to perform curve calibration.

caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional caplet strike.

caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the caplet property.

capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the optional cap schedule.

capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the capSchedule property.

CashFlow - Class in com.opengamma.strata.market.amount

A single cash flow of a currency amount on a specific date.

CashFlow.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlow.

CashFlowReport - Class in com.opengamma.strata.report.cashflow

Represents a cash flow report.

CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow

The bean-builder for CashFlowReport.

CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow

The meta-bean for CashFlowReport.

CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow

Formatter for cash flow reports.

CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow

Report runner for cash flow reports.

CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow

Marker for a cash flow report template.

CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate

CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow

Loads a cash flow report template from the standard INI file format.

CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

CashFlows - Class in com.opengamma.strata.market.amount

A collection of cash flows.

cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

The meta-property for the cashFlows property.

cashFlows(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the future cash flow of the FRA product.

cashFlows(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the future cash flow of the FRA trade.

cashFlows(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the future cash flows of the swap leg.

cashFlows(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the future cash flows of the swap product.

cashFlows(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the future cash flows of the swap trade.

CashFlows.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlows.

cashParYieldPricer() - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

Returns the cash par-yield swaption pricer.

CashSettlement - Class in com.opengamma.strata.product.swaption

Defines the settlement type and settlement method of swaptions.

CashSettlement.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for CashSettlement.

CashSettlement.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for CashSettlement.

cashSettlementMethod(CashSettlementMethod) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

Sets the cash settlement method.

cashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

The meta-property for the cashSettlementMethod property.

CashSettlementMethod - Enum in com.opengamma.strata.product.swaption

Cash settlement method of cash settled swaptions.

category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the category property.

causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the causeType property.

Cds - Class in com.opengamma.strata.product.credit

A credit default swap (CDS), including single-name and index swaps.

Cds.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for Cds.

Cds.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for Cds.

cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the cdsConvention property.

CdsConvention - Interface in com.opengamma.strata.product.credit.type

A market convention for credit default swap (CDS) trades.

CdsConventions - Class in com.opengamma.strata.product.credit.type

Constants for standard CDS market conventions.

CdsCs01BucketedHazardFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates vector CS01 of a CdsTrade for each of a set of scenarios.

CdsCs01BucketedHazardFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedHazardFunction

CdsCs01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates vector CS01 of a CdsTrade for each of a set of scenarios.

CdsCs01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction

CdsCs01ParallelHazardFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.

CdsCs01ParallelHazardFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelHazardFunction

CdsCs01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.

CdsCs01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction

CdsDatesLogic - Class in com.opengamma.strata.product.credit

Utility for producing sets of CDS dates.

CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit

Contains function groups for built-in CDS calculation functions.

CdsIr01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates vector IR01 of a CdsTrade for each of a set of scenarios.

CdsIr01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction

CdsIr01BucketedZeroFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates vector IR01 of a CdsTrade for each of a set of scenarios.

CdsIr01BucketedZeroFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedZeroFunction

CdsIr01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.

CdsIr01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction

CdsIr01ParallelZeroFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.

CdsIr01ParallelZeroFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelZeroFunction

CdsJumpToDefaultFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates the jump to default of a CdsTrade for each of a set of scenarios.

CdsJumpToDefaultFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsJumpToDefaultFunction

CdsParRateFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates the par rate of a CdsTrade for each of a set of scenarios.

CdsParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsParRateFunction

CdsProduct - Interface in com.opengamma.strata.product.credit

A product representing a credit default swap (CDS), including single-name and index swaps.

CdsPvFunction - Class in com.opengamma.strata.function.calculation.credit

Calculates the present value of a CdsTrade for each of a set of scenarios.

CdsPvFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsPvFunction

CdsRecovery01Function - Class in com.opengamma.strata.function.calculation.credit

Calculates the recovery 01 of a CdsTrade for each of a set of scenarios.

CdsRecovery01Function() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsRecovery01Function

CdsRecoveryRate - Class in com.opengamma.strata.market.value

The expected recovery rate for a CDS product based upon the underlying issue or index.

CdsRecoveryRate.Meta - Class in com.opengamma.strata.market.value

The meta-bean for CdsRecoveryRate.

CdsTrade - Class in com.opengamma.strata.product.credit

A trade in a credit default swap (CDS).

CdsTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsTrade.

CdsTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsTrade.

CH - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CH' - Switzerland.

CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiConsumer.

CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function

A checked version of BiFunction.

CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of BinaryOperator.

CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiPredicate.

CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function

A checked version of Consumer.

CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function

A checked version of Function.

CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function

A checked version of Predicate.

CheckedRunnable - Interface in com.opengamma.strata.collect.function

A checked version of Runnable.

CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function

A checked version of Supplier.

CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of UnaryOperator.

checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType

Checks that this instance equals the specified instance.

CHF - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EUR' - Swiss Franc.

CHF_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'CHF-European' CDS convention.

CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.

CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.

CHF_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'CHF-ISDA' curve.

CHF_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 10 years.

CHF_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 1 year.

CHF_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 2 years.

CHF_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 3 years.

CHF_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 4 years.

CHF_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 5 years.

CHF_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 6 years.

CHF_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 7 years.

CHF_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 8 years.

CHF_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

CHF Rates 1100 for tenor of 9 years.

CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for CHF.

CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for CHF.

CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for CHF.

CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for CHF.

CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for CHF.

CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for CHF.

CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The TOIS index for CHF.

CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for Zurich, Switzerland, with code 'EUTA'.

CL - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CL' - Chile.

CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for classpath resource locators.

cleanPriceFromDirtyPrice(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.

cloned() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Clones the point sensitivity builder.

cloned() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

close() - Method in interface com.opengamma.strata.calc.CalculationRunner

Closes any resources held by the component.

close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Closes any resources held by the component.

closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Closes the currently open list.

CLP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CLP' - Chilean Peso.

Cms - Class in com.opengamma.strata.product.cms

A constant maturity swap (CMS) or CMS cap/floor.

Cms.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for Cms.

cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta

The meta-property for the cmsLeg property.

CmsLeg - Class in com.opengamma.strata.product.cms

A CMS leg of a constant maturity swap (CMS) product.

cmsLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

The meta-property for the cmsLeg property.

CmsLeg.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsLeg.

CmsLeg.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsLeg.

CmsPeriod - Class in com.opengamma.strata.product.cms

A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.

CmsPeriod.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsPeriod.

CmsPeriod.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsPeriod.

cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

Sets the periodic payments based on the successive observed values of a swap index.

cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

Sets the cmsPeriods property in the builder from an array of objects.

cmsPeriods() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

The meta-property for the cmsPeriods property.

CmsPeriodType - Enum in com.opengamma.strata.product.cms

A CMS payment period type.

CmsProduct - Interface in com.opengamma.strata.product.cms

A product representing a constant maturity swap (CMS) or CMS cap/floor.

CmsTrade - Class in com.opengamma.strata.product.cms

A trade in a constant maturity swap (CMS).

CmsTrade.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsTrade.

CmsTrade.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsTrade.

CN - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CN' - China.

CNY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CNY' - Chinese Yuan.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateObservation

Collects all the indices referred to by this observation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Collects all the indices referred to by this period.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Collects all the indices referred to by this calculation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Collects all the indices referred to by this leg.

collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a collector that can be used to create a multi-currency amount from a stream of amounts.

collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a collector that can be used to create a time-series from a stream of points.

Column - Class in com.opengamma.strata.calc

Defines a column in a set of calculation results.

column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index.

Column.Builder - Class in com.opengamma.strata.calc

The bean-builder for Column.

Column.Meta - Class in com.opengamma.strata.calc

The meta-bean for Column.

columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index as an independent array.

columnCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the number of columns in the results.

columnCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta

The meta-property for the columnCount property.

columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of columns of this matrix.

ColumnDefinition - Interface in com.opengamma.strata.calc

A column definition specifies the name of the column and the measure displayed in the column for each target.

columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the column headers.

columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnHeaders property in the builder from an array of objects.

columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnHeaders property.

columnHeaders(List<String>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the column headers.

columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the columnHeaders property in the builder from an array of objects.

columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the columnHeaders property.

columnIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the column index of the value in the results grid.

columnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the columnIndex property.

columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the keys corresponding to the columns.

columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnKeys property in the builder from an array of objects.

columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnKeys property.

ColumnName - Class in com.opengamma.strata.calc

The name of a column in the grid of calculation results.

columns(List<Column>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

Sets the columns contained in the results.

columns(Column...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

Sets the columns property in the builder from an array of objects.

columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the columns property.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the report columns, which may contain information required for formatting.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the columns property in the builder from an array of objects.

columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the columns property.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns in the report.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns property in the builder from an array of objects.

columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

The meta-property for the columns property.

com.opengamma.strata.basics - package com.opengamma.strata.basics

Basic tools to work with financial markets.

com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency

Representations of currency and money.

com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date

Tools for working with dates.

com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index

Entity objects describing common market indices, such as LIBOR and FED FUND.

com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location

Representations of a geographic location.

com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market

Basic types for modelling the market and market data.

com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule

Basic financial tools for working with date-based schedules.

com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value

Basic financial tools for working with values.

com.opengamma.strata.calc - package com.opengamma.strata.calc

Calculate risk measures on trades, applies scenarios and manages market data.

com.opengamma.strata.calc.config - package com.opengamma.strata.calc.config

Configuration types for the calculation engine.

com.opengamma.strata.calc.config.pricing - package com.opengamma.strata.calc.config.pricing

Configuration types for specifying how calculations should be performed.

com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata

Market data containers used by the calculation engine.

com.opengamma.strata.calc.marketdata.config - package com.opengamma.strata.calc.marketdata.config

Configuration that specifies how market data values should be built by the market data functions.

com.opengamma.strata.calc.marketdata.function - package com.opengamma.strata.calc.marketdata.function

Contains the MarketDataBuilder interface and its implementations which are used to build the market data used in calculations.

com.opengamma.strata.calc.marketdata.mapping - package com.opengamma.strata.calc.marketdata.mapping

Types for converting market data keys to market data IDs.

com.opengamma.strata.calc.marketdata.scenario - package com.opengamma.strata.calc.marketdata.scenario

Types that define scenarios which allow perturbations to be applied to market data.

com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner

Types used when running calculations.

com.opengamma.strata.calc.runner.function - package com.opengamma.strata.calc.runner.function

Contains the interfaces implemented by functions that perform calculations in the calculation engine.

com.opengamma.strata.calc.runner.function.result - package com.opengamma.strata.calc.runner.function.result

Types which are used as return values from calculation functions.

com.opengamma.strata.collect - package com.opengamma.strata.collect

Root package for common data structures used by Strata.

com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array

Array data structures.

com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function

Additional functional interfaces not supplied by Java SE 8.

com.opengamma.strata.collect.id - package com.opengamma.strata.collect.id

Identifier and link data structures.

com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io

Provides utilities for the management of input and output.

com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named

Named data structures.

com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range

Range data structures.

com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result

Result data structures.

com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries

Time-series data structures.

com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple

Tuple data structures.

com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type

Data structures for types.

com.opengamma.strata.function - package com.opengamma.strata.function

Integration functions that combine the calculation engine with the analytic pricer.

com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation

Base package for calculation functions.

com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit

Calculation functions for credit products.

com.opengamma.strata.function.calculation.deposit - package com.opengamma.strata.function.calculation.deposit

Calculation functions for deposit products.

com.opengamma.strata.function.calculation.fra - package com.opengamma.strata.function.calculation.fra

Calculation functions for FRA products.

com.opengamma.strata.function.calculation.future - package com.opengamma.strata.function.calculation.future

Calculation functions for futures products.

com.opengamma.strata.function.calculation.fx - package com.opengamma.strata.function.calculation.fx

Calculation functions for FX products.

com.opengamma.strata.function.calculation.index - package com.opengamma.strata.function.calculation.index

Calculation functions for index products.

com.opengamma.strata.function.calculation.payment - package com.opengamma.strata.function.calculation.payment

Calculation functions for payment products.

com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate

Calculation functions for rate products.

com.opengamma.strata.function.calculation.swap - package com.opengamma.strata.function.calculation.swap

Calculation functions for swap products.

com.opengamma.strata.function.calculation.swaption - package com.opengamma.strata.function.calculation.swaption

Calculation functions for swaption products.

com.opengamma.strata.function.marketdata - package com.opengamma.strata.function.marketdata

Base package for market data functions.

com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve

Market data functions used for building curves and related market data types.

com.opengamma.strata.function.marketdata.fx - package com.opengamma.strata.function.marketdata.fx

Types for configuring and creating FX market data.

com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping

Mappings between market data keys and IDs.

com.opengamma.strata.function.marketdata.scenario.curve - package com.opengamma.strata.function.marketdata.scenario.curve

Market data filters and perturbations that apply to curves and related market data types.

com.opengamma.strata.loader - package com.opengamma.strata.loader

Tools for loading data from files.

com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv

Loader that reads market data from CSV files.

com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml

Loader that can convert files to financial instruments.

com.opengamma.strata.market - package com.opengamma.strata.market

Data structures for market data.

com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount

Defines representations of amounts typically used as result types.

com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve

Definitions of curves.

com.opengamma.strata.market.curve.meta - package com.opengamma.strata.market.curve.meta

Curve metadata.

com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node

Curve nodes.

com.opengamma.strata.market.curve.perturb - package com.opengamma.strata.market.curve.perturb

Curve perturbations.

com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain

Support for explaining results.

com.opengamma.strata.market.id - package com.opengamma.strata.market.id

Package containing IDs that identify items of market data.

com.opengamma.strata.market.interpolator - package com.opengamma.strata.market.interpolator

Interpolators for interpolating in one and two dimensions.

com.opengamma.strata.market.key - package com.opengamma.strata.market.key

Package containing keys that identify items or market data.

com.opengamma.strata.market.key.scenario - package com.opengamma.strata.market.key.scenario

Keys identifying containers of market data used to hold data for multiple scenarios.

com.opengamma.strata.market.option - package com.opengamma.strata.market.option

Entity objects for options.

com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity

Entity objects for sensitivities.

com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface

Definitions of surfaces.

com.opengamma.strata.market.surface.meta - package com.opengamma.strata.market.surface.meta

Surface metadata.

com.opengamma.strata.market.value - package com.opengamma.strata.market.value

Package containing values of market data.

com.opengamma.strata.market.value.scenario - package com.opengamma.strata.market.value.scenario

Containers for multiple market data values.

com.opengamma.strata.market.view - package com.opengamma.strata.market.view

Package containing views of market data.

com.opengamma.strata.pricer - package com.opengamma.strata.pricer

Calculators for financial instruments.

com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond

Calculators for bonds.

com.opengamma.strata.pricer.calibration - package com.opengamma.strata.pricer.calibration

Provides the ability to calibrate curves.

com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit

Calculators for credit instruments, such as Credit Default Swap (CDS).

com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit

Calculators for rate deposit instruments, such as term deposit.

com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra

Calculators for Forward Rate Agreement (FRA) instruments.

com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx

Calculators for FX instruments, such as FX forward and FX swap.

com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index

Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate

Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity

Calculators for sensitivities.

com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap

Calculators for interest rate swaps.

com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption

Calculators for swaptions.

com.opengamma.strata.product - package com.opengamma.strata.product

Entity objects describing trades and products in financial markets.

com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond

Entity objects describing bonds.

com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms

com.opengamma.strata.product.common - package com.opengamma.strata.product.common

Entity objects shared between other packages.

com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit

Entity objects describing credit products.

com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type

Conventions and templates to aid the construction of credit default swaps.

com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit

Entity objects describing financial instruments representing a simple deposit with interest.

com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type

Conventions and templates to aid the construction of deposits.

com.opengamma.strata.product.equity - package com.opengamma.strata.product.equity

Entity objects describing financial instruments based on the equity share of a company.

com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra

Entity objects describing a forward rate agreement (FRA).

com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type

Conventions and templates to aid the construction of FRAs.

com.opengamma.strata.product.future - package com.opengamma.strata.product.future

Entity objects describing generic futures contracts.

com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx

Entity objects describing financial instruments in the foreign exchange market.

com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type

Conventions and templates to aid the construction of foreign exchange products.

com.opengamma.strata.product.index - package com.opengamma.strata.product.index

Entity objects describing contracts based on rate indices.

com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type

Conventions and templates to aid the construction of rate index products.

com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment

Entity objects describing simple payment financial instruments.

com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate

Entity objects describing the rate-based financial instruments.

com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap

Entity objects describing a swap.

com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type

Conventions and templates to aid the construction of rate swaps.

com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption

Entity objects describing options on swaps, known as swaptions.

com.opengamma.strata.report - package com.opengamma.strata.report

Reporting Framework

com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow

Types for reporting and formatting cashflows.

com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression

Provide the ability to extract data using textual expressions.

com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format

Provide the ability to format calculated values.

com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade

Types for reporting and formatting trades.

combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Merges multiple sets of requirements into a single set.

combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.

combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.

combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the sum of the two matching inputs.

combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.

COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The combined rate, including weighting.

combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging INI files with the specified name.

combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging the specified INI files.

combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

combinedWith(TypedReferenceData) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Combines this reference data with another.

combinedWith(TypedReferenceData) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData

Combines this reference data with another.

combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet

Combines this property set with another.

combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another cash flow.

combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another one.

combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Combines this point sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Combines this sensitivity with another instance.

combinedWith(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(SurfaceCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Combines this array and the other array returning a reduced value.

combineWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Combines this holiday calendar with another.

combineWith(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Applies a function to the market data in this box and another box and returns a box containing the result.

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Combines this result with another result.

compareExcludingSensitivity(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Compares two sensitivity objects, excluding the parameter sensitivity values.

compareKey(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Compares the key of two sensitivities, excluding the point sensitivity value.

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency

Compares this currency to another.

compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Compares this currency amount to another.

compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country

Compares this country to another.

compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Compares this period to another by unadjusted start date, then unadjusted end date.

compareTo(StandardId) - Method in class com.opengamma.strata.collect.id.StandardId

Compares the external identifiers, sorting alphabetically by scheme followed by value.

compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Compares this point to another.

compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Compares the pair based on the first element followed by the second element.

compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Compares the pair based on the first element followed by the second element.

compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair

Compares the pair based on the first element followed by the second element.

compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple

Compares the triple based on the first element followed by the second element followed by the third element.

compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString

Compares this type to another.

compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow

Compares this cash flow to another, first by date, then value.

completionStage() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

A completion stage providing asynchronous notification when the aggregate result of the calculations is available.

composedWith(MarketDataRules) - Method in interface com.opengamma.strata.calc.config.MarketDataRules

Combines these rules with the specified rules.

composedWith(PricingRules) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Combines these rules with the specified rules.

composedWith(ReportingRules) - Method in interface com.opengamma.strata.calc.config.ReportingRules

Combines these rules with the specified rules.

CompoundedRateType - Enum in com.opengamma.strata.market.value

A compounded rate type.

COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The method of compounding.

COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the number of compounding per year, as an Integer.

CompoundingMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to compound interest.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the compounding method to use when there is more than one accrual period, default is 'None'.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

concat(double[]) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

configs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

The meta-property for the configs property.

ConfiguredFunctionGroup - Class in com.opengamma.strata.calc.config.pricing

A container for a function group and a set of constructor arguments used when building function instances.

configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup

Returns the set of measures configured for a calculation target.

configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

Returns the set of measures configured for a calculation target.

configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Returns the set of measures that are configured for a calculation target.

ConstantNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantNodalCurve.

ConstantNodalSurface - Class in com.opengamma.strata.market.surface

A surface based on a single constant value.

ConstantNodalSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for ConstantNodalSurface.

consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Consumer interface.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if the currency pair contains the supplied currency as either its base or counter.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Checks if this multi-amount contains an amount for the specified currency.

contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Checks if this period contains the specified date.

contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array contains the specified value.

contains(String) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file contains the specified section.

contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set contains the specified key.

contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range contains the specified date.

containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Checks if this info contains the specified curve.

containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Checks if this time-series contains a value for the specified date.

containsTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

containsTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData

Checks if this set of data contains a time-series for the specified key.

containsTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Checks if this set of data contains a time-series for the specified ID.

containsTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Checks if this set of data contains a time-series for the specified key.

containsTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

containsTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.basics.market.MarketData

Checks if this set of data contains a value for the specified key.

containsValue(ReferenceDataId, Class<?>) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Checks if this typed reference data contains a value for the specified identifier and type.

containsValue(Class<?>) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData

Checks if this typed reference data contains a value for the specified type.

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Checks if this set of data contains a value for the specified ID.

containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Checks if this set of data contains a value for the specified key.

containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Returns true if this builder contains a value for the ID.

containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the convention used to the adjust the date if it does not fall on a business day.

convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the convention property.

convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the underlying Ibor fixing deposit convention.

convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the convention property.

convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the underlying term deposit convention.

convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the convention property.

convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the underlying FRA convention.

convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the convention property.

convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the underlying FX Swap convention.

convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the convention property.

convention(IborFutureConvention) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

Sets the underlying futures convention.

convention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

The meta-property for the convention property.

convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the convention property.

convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the convention property.

convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the convention property.

convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the convention property.

convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the convention property.

conversionFactor(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversion factor for each bond in the basket.

conversionFactor(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversionFactor property in the builder from an array of objects.

conversionFactor() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the conversionFactor property.

convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate

Converts an amount in a currency to an amount in a different currency using this rate.

convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business day convention string to a BusinessDayConvention.

convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML date to a LocalDate.

convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML day count string to a DayCount.

convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment

Converts this payment to an equivalent payment in the specified currency.

convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyConvertible

Returns a copy of the object with any currency amounts converted into the reporting currency.

convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML frequency string to a Frequency.

convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business center string to a HolidayCalendar.

convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML tenor string to a Tenor.

convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML roll convention string to a RollConvention.

convexityAdjustment(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the convexity adjustment (to the price) of the Ibor future product.

convexityFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the convexity of the fixed coupon bond product from yield.

COP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'COP' - Colombian Peso.

copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Copies this array into the specified array.

copyOf(List<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from a list of Double.

copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from an array of double.

copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance from a double[][].

counterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the counterCurrencyAmount property.

counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the counterCurrencyDiscountFactors property.

counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

The meta-property for the counterCurrencyPayment property.

counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfo.Builder

Sets the counterparty identifier, optional.

counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the counterparty property.

countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

Country - Class in com.opengamma.strata.basics.location

A country or territory.

coupon(double) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the coupon used to calculate fee payments.

coupon - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The coupon used to calculate fee payments.

coupon() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the coupon property.

coupon(double) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the coupon.

coupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the coupon property.

couponEquivalent(SwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the coupon equivalent of a swap leg.

create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Returns an empty builder with a market data feed of MarketDataFeed.NONE.

create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Returns an empty builder with the specified market data feed.

createAdjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of adjusted dates in the schedule.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Invoked to create the aggregate result when the individual calculations are complete.

createFunction(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfig

Returns a function instance created using the specified constructor arguments.

createFunction() - Method in class com.opengamma.strata.calc.config.FunctionConfig

Returns a function instance created using the constructor arguments from the configuration.

createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, IsdaCompliantYieldCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

createIsdaDiscountCurve(LocalDate, IsdaYieldCurveInputs) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey

Creates an instance of the scenario market data object from a box containing data of the same underlying type.

createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

createSchedule() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the schedule from the definition.

createSchedule(Schedule) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Creates the payment schedule based on the accrual schedule.

createSchedule(SchedulePeriod, RollConvention) - Method in class com.opengamma.strata.product.swap.ResetSchedule

Creates the reset schedule based on the accrual schedule.

createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of unadjusted dates in the schedule.

createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the creditCurvePoints property.

CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.

CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.

CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.

CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.

cs01BucketedHazard(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.

cs01BucketedPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.

cs01ParallelHazard(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in hazard rates.

cs01ParallelPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.

CsvFile - Class in com.opengamma.strata.collect.io

A CSV file.

CsvOutput - Class in com.opengamma.strata.collect.io

Outputs a CSV formatted file.

CsvOutput(Appendable) - Constructor for class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, using the system default line separator.

CsvOutput(Appendable, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, allowing the new line charactor to be controlled.

Currency - Class in com.opengamma.strata.basics.currency

A unit of currency.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the currency of the index.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the currency of the index.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the currency of the index.

currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the currency of the leg.

currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the primary currency of the product.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the currency of the leg associated with the notional.

currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the currency of the reference.

currency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the currency of the CDS.

currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the primary currency, defaulted to the currency of the index.

currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.equity.Equity.Builder

Sets the currency that the equity is quoted in.

currency() - Method in class com.opengamma.strata.product.equity.Equity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the primary currency, defaulted to the currency of the index.

currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the currency that the future is quoted in.

currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the currency of the swap leg.

currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the currency of the swap leg associated with the notional.

currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the leg currency.

currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the currency property.

CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurrencyAmount.

CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the currency exposure of the calculation target.

CurrencyAmount - Class in com.opengamma.strata.basics.currency

An amount of a currency.

CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a currency amount.

CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

CurrencyAwareCalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function

A function that calculates multiple values for a target using multiple sets of market data.

CurrencyAwareCalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner.function

A function that calculates currency values for a target using multiple sets of market data.

CurrencyConvertible<R> - Interface in com.opengamma.strata.calc.runner.function

Interface for objects containing currency amounts that can be automatically converted to a different currency by the calculation engine for reporting purposes.

currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(BondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Calculates the currency exposure of the bond future trade from the current price.

currencyExposure(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade.

currencyExposure(BondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade from the current option price.

currencyExposure(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade.

currencyExposure(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade.

currencyExposure(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the currency exposure of the FRA trade.

currencyExposure(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the currency exposure of the foreign exchange vanilla option product.

currencyExposure(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the currency exposure of the foreign exchange vanilla option trade.

currencyExposure(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Computes the currency exposure by discounting each payment in its own currency.

currencyExposure(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the currency exposure by discounting each payment in its own currency.

currencyExposure(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the currency exposure of the FX swap product.

currencyExposure(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the currency exposure of the Ibor future trade.

currencyExposure(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider

currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Computes the currency exposure.

currencyExposure(DeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the currency exposure of the deliverable swap futures trade.

currencyExposure(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the currency exposure of the swap leg.

currencyExposure(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the currency exposure of the swap product.

currencyExposure(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the currency exposure of the swap trade.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the currency exposure of a single payment event.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the currency exposure of a single payment period.

currencyExposure(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the currency exposure of the swaption product.

currencyExposure(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Computes the currency exposure of the swaption.

currencyExposure(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Computes the currency exposure of the swaption.

currencyExposureWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade with z-spread.

currencyExposureWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade with z-spread.

CurrencyPair - Class in com.opengamma.strata.basics.currency

An ordered pair of currencies, such as 'EUR/USD'.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the currency pair.

currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the currency pair for which the volatility data are presented.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the currency pair for which the volatility data are presented.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the currency pair associated with the convention.

currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the currencyPair property.

CurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result

An array of currency values in one currency representing the result of the same calculation performed for multiple scenarios.

CurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for CurrencyValuesArray.

currentCash(FixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the current of the fixed coupon bond trade.

currentCash(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the current cash of the FRA trade.

currentCash(FxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the current of the foreign exchange vanilla option trade.

currentCash(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the current cash of the NDF product.

currentCash(FxSingleProduct, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the current cash.

currentCash(FxSwapProduct, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the current cash of the FX swap product.

currentCash(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the current cash of the swap leg.

currentCash(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the current cash of the swap product.

currentCash(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the current cash of the swap trade.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the current cash of a single payment event.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the current cash of a single payment period.

currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the current of the swaption trade.

currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the current of the swaption trade.

currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the current of the swaption trade.

currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

Curve - Interface in com.opengamma.strata.market.curve

A curve that maps a double x-value to a double y-value.

curve(LocalDate, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

curve(LocalDate, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Creates the curve from an array of parameter values.

curve(LocalDate, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Creates the curve from an array of parameter values.

curve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the curve property.

curve(NodalCurve) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the volatility term structure.

curve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the curve property.

CURVE_CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurveCurrencyParameterSensitivity.

CurveCalibrator - Interface in com.opengamma.strata.pricer.calibration

Curve calibrator.

curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the curveConvention property.

curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.curve

Currency-based parameter sensitivity for a collection of curves.

CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveCurrencyParameterSensitivities.

CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against curve currency parameter sensitivities.

CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.curve

Parameter sensitivity for a single curve.

CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveCurrencyParameterSensitivity.

CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Token evaluator for curve currency parameter sensitivity.

CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

curveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

The meta-property for the curveDefinitions property.

CurveExtrapolator - Interface in com.opengamma.strata.market.interpolator

Interface for extrapolators which extrapolate beyond the ends of a curve.

CurveExtrapolators - Class in com.opengamma.strata.market.interpolator

The standard set of curve extrapolators.

CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity

Computes the cross-gamma and related figures to the rate curves parameters for rates provider.

CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Create an instance of the finite difference calculator.

curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Adds a mapping that sets the curve group used to look up curves.

CurveGroup - Class in com.opengamma.strata.market.curve

A group of curves.

CurveGroup.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for CurveGroup.

CurveGroup.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveGroup.

CurveGroupDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a group of curves.

CurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveGroupDefinition.

CurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve

A mutable builder for creating instances of CurveGroupDefinition.

CurveGroupDefinitionBuilder() - Constructor for class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

CurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of curve group definitions into memory by reading from CSV resources.

CurveGroupEntry - Class in com.opengamma.strata.market.curve

A single entry in the curve group definition.

CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for CurveGroupEntry.

CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveGroupEntry.

CurveGroupId - Class in com.opengamma.strata.market.id

Market data ID identifying a group of curves that are built together.

CurveGroupId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for CurveGroupId.

CurveGroupKey - Class in com.opengamma.strata.market.key

Market data key identifying a group of curves that are built together.

CurveGroupKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for CurveGroupKey.

CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds a CurveGroup.

CurveGroupMarketDataFunction(RootFinderConfig, CalibrationMeasures) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

Creates a new function for building curve groups that delegates to a CurveCalibrator to perform calibration.

CurveGroupMarketDataFunction(CurveCalibrator) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

Creates a new function for building curve groups that delegates to curveCalibrator to perform calibration.

curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

The meta-property for the curveGroupName property.

CurveGroupName - Class in com.opengamma.strata.market.curve

The name of a curve group.

curveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

The meta-property for the curveGroupName property.

CurveId - Interface in com.opengamma.strata.market.id

Market data ID identifying a curve.

CurveInfoType<T> - Class in com.opengamma.strata.market.curve

The type of additional curve information.

CurveInputs - Class in com.opengamma.strata.market.curve

The input data used when calibrating a curve.

CurveInputs.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for CurveInputs.

CurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveInputs.

CurveInputsId - Class in com.opengamma.strata.market.id

Market data ID for a set of market data used when calibrating a curve.

CurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for CurveInputsId.

CurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying the input data used when calibrating a curve.

CurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for CurveInputsKey.

CurveInputsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds the input data used when calibrating a curve.

CurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

CurveInterpolator - Interface in com.opengamma.strata.market.interpolator

Interface for interpolators that interpolate between points on a curve.

CurveInterpolators - Class in com.opengamma.strata.market.interpolator

The standard set of curve interpolators.

CurveKey - Interface in com.opengamma.strata.market.key

A market data key identifying a curve.

curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

Sets the metadata for the curve.

curveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

The meta-property for the curveMetadata property.

CurveMetadata - Interface in com.opengamma.strata.market.curve

Metadata about a curve and curve parameters.

curveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

The meta-property for the curveName property.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the curve name.

curveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

The meta-property for the curveName property.

CurveName - Class in com.opengamma.strata.market.curve

The name of a curve.

curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the curveName property.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

curveName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

The meta-property for the curveName property.

curveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

The meta-property for the curveName property.

CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter which matches a curve by name.

CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for CurveNameFilter.

CurveNode - Interface in com.opengamma.strata.market.curve

A node in the configuration specifying how to calibrate a curve.

CurveParallelShift - Class in com.opengamma.strata.market.curve.perturb

Perturbation which applies a parallel shift to a curve.

CurveParallelShift.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for CurveParallelShift.

CurveParallelShifts - Class in com.opengamma.strata.function.marketdata.curve

Perturbation which applies a parallel shift to a curve.

CurveParallelShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve

The meta-bean for CurveParallelShifts.

CurveParameterMetadata - Interface in com.opengamma.strata.market.curve

Information about a parameter underlying a curve.

curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

curveParameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider

curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Computes the parameter sensitivity.

curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Computes the parameter sensitivity.

CurveParameterSize - Class in com.opengamma.strata.market.curve

The curve name and number of parameters.

CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParameterSize.

CurvePointShift - Class in com.opengamma.strata.market.curve.perturb

A perturbation that applies different shifts to specific points on a curve.

CurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for CurvePointShift.

CurvePointShiftBuilder - Class in com.opengamma.strata.market.curve.perturb

Mutable builder for building instances of CurvePointShift.

CurvePointShifts - Class in com.opengamma.strata.function.marketdata.curve

A perturbation that applies different shifts to specific points on a curve.

CurvePointShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve

The meta-bean for CurvePointShifts.

CurvePointShiftsBuilder - Class in com.opengamma.strata.function.marketdata.curve

Mutable builder for building instances of CurvePointShifts.

Curves - Class in com.opengamma.strata.market.curve

Helper for creating common types of curves.

CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.curve

Unit parameter sensitivity for a collection of curves.

CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveUnitParameterSensitivities.

CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.curve

Unit parameter sensitivity for a single curve.

CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveUnitParameterSensitivity.

CZ - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'CZ' - Czech Republic.

CZK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CZK' - Czeck Krona.

D

data(MarketDataKey<T>) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

data(MarketDataKey<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets market data of a specific type.

data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the cashflow data table.

data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the data property.

data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the calculation results.

data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the data property.

date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

Sets the date that the payment is made.

date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

The meta-property for the date property.

date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the date of the schedule period boundary at which the change occurs.

date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the date property.

date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets the date that the payment is made.

date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the date property.

DateAdjuster - Interface in com.opengamma.strata.basics.date

Functional interface that can adjust a date.

DateAdjusters - Class in com.opengamma.strata.basics.date

Date adjusters that perform useful operations on LocalDate.

DatedCurveParameterMetadata - Interface in com.opengamma.strata.market.curve

Curve parameter metadata that specifies a date.

dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the dates of this time-series.

DateSequence - Interface in com.opengamma.strata.basics.date

A series of dates identified by name.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the sequence of dates that the future is based on.

dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the dateSequence property.

DateSequences - Class in com.opengamma.strata.basics.date

Constants and implementations for standard date sequences.

DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day1' roll convention which adjusts the date to day-of-month 1.

DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day10' roll convention which adjusts the date to day-of-month 10.

DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day11' roll convention which adjusts the date to day-of-month 11.

DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day12' roll convention which adjusts the date to day-of-month 12.

DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day13' roll convention which adjusts the date to day-of-month 13

DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day14' roll convention which adjusts the date to day-of-month 14.

DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day15' roll convention which adjusts the date to day-of-month 15.

DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day16' roll convention which adjusts the date to day-of-month 16.

DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day17' roll convention which adjusts the date to day-of-month 17.

DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day18' roll convention which adjusts the date to day-of-month 18.

DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day19' roll convention which adjusts the date to day-of-month 19.

DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day2' roll convention which adjusts the date to day-of-month 2.

DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day20' roll convention which adjusts the date to day-of-month 20.

DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day21' roll convention which adjusts the date to day-of-month 21.

DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day22' roll convention which adjusts the date to day-of-month 22.

DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day23' roll convention which adjusts the date to day-of-month 23.

DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day24' roll convention which adjusts the date to day-of-month 24.

DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day25' roll convention which adjusts the date to day-of-month 25.

DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day26' roll convention which adjusts the date to day-of-month 26.

DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day27' roll convention which adjusts the date to day-of-month 27.

DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day28' roll convention which adjusts the date to day-of-month 28.

DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day29' roll convention which adjusts the date to day-of-month 29.

DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day3' roll convention which adjusts the date to day-of-month 3.

DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day30' roll convention which adjusts the date to day-of-month 30.

DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day4' roll convention which adjusts the date to day-of-month 4.

DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day5' roll convention which adjusts the date to day-of-month 5.

DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day6' roll convention which adjusts the date to day-of-month 6.

DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day7' roll convention which adjusts the date to day-of-month 7.

DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day8' roll convention which adjusts the date to day-of-month 8.

DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day9' roll convention which adjusts the date to day-of-month 9.

DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the DayCount.

DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayFri' roll convention which adjusts the date to be Friday.

DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayMon' roll convention which adjusts the date to be Monday.

DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySat' roll convention which adjusts the date to be Saturday.

DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySun' roll convention which adjusts the date to be Sunday.

DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayThu' roll convention which adjusts the date to be Thursday.

DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayTue' roll convention which adjusts the date to be Tuesday.

DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayWed' roll convention which adjusts the date to be Wednesday.

DayCount - Interface in com.opengamma.strata.basics.date

A convention defining how to calculate fractions of a year.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the day count, optional.

dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the day count, optional.

dayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the dayCount property.

DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date

Information about the schedule necessary to calculate the day count.

DayCounts - Class in com.opengamma.strata.basics.date

Constants and implementations for standard day count conventions.

days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the number of days to be added.

days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the days property.

DaysAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a period of days.

DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for DaysAdjustment.

DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for DaysAdjustment.

daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the number of business days between two dates.

daysBetween(LocalDateRange) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the number of business days in a date range.

DE - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DE' - Germany.

decimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

The meta-property for the decimalPlaces property.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Default implementation

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSettlement

Default instance.

DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The default absolute tolerance for the root finder.

DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The default maximum number of steps for the root finder.

DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The default relative tolerance for the root finder.

DefaultCalculationMarketData - Class in com.opengamma.strata.calc.marketdata

A source of market data used for a calculation across multiple scenarios.

DefaultCalculationMarketData(CalculationEnvironment, MarketDataMappings) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

Creates a new set of market data.

defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

The meta-property for the defaultConfigs property.

defaultCurveCalibrator() - Static method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator

The default curve calibrator.

DefaultCurveMetadata - Class in com.opengamma.strata.market.curve

Default metadata for a curve.

DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DefaultCurveMetadata.

DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve

Builder for curve metadata.

DefaultFunctionGroup<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

Default implementation of FunctionGroup.

DefaultFunctionGroup.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

The meta-bean for DefaultFunctionGroup.

DefaultFunctionGroupBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

A mutable builder for building instances of DefaultFunctionGroup.

DefaultMarketDataFactory - Class in com.opengamma.strata.calc.marketdata

Co-ordinates building of market data.

DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, MarketDataFunction<?, ?>...) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

Creates a new factory.

DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, List<MarketDataFunction<?, ?>>) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

Creates a new factory.

DefaultMarketDataMappings - Class in com.opengamma.strata.calc.marketdata.mapping

Market data mappings specify which market data from the global set of data should be used for a particular calculation.

DefaultMarketDataMappings.Builder - Class in com.opengamma.strata.calc.marketdata.mapping

The bean-builder for DefaultMarketDataMappings.

DefaultMarketDataMappings.Meta - Class in com.opengamma.strata.calc.marketdata.mapping

The meta-bean for DefaultMarketDataMappings.

DefaultMarketDataRule - Class in com.opengamma.strata.calc.config

Default implementation of a market data rule that matches a target based on its type.

DefaultMarketDataRule.Meta - Class in com.opengamma.strata.calc.config

The meta-bean for DefaultMarketDataRule.

DefaultMarketDataRules - Class in com.opengamma.strata.calc.config

Market data rules that combine a list of individual rules.

DefaultMarketDataRules.Meta - Class in com.opengamma.strata.calc.config

The meta-bean for DefaultMarketDataRules.

DefaultPricingRules - Class in com.opengamma.strata.calc.config.pricing

Pricing rules that combine a list of individual rules.

DefaultPricingRules.Meta - Class in com.opengamma.strata.calc.config.pricing

The meta-bean for DefaultPricingRules.

defaultReportingCurrency(T) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction

Returns the default reporting currency for the result of performing the calculation for the target if there is a sensible default.

defaultReportingCurrency(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

defaultReportingCurrency(TermDepositTrade) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction

defaultReportingCurrency(FraTrade) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction

defaultReportingCurrency(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction

defaultReportingCurrency(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction

defaultReportingCurrency(FxNdfTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction

defaultReportingCurrency(FxSingleTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction

defaultReportingCurrency(FxSwapTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction

defaultReportingCurrency(IborFutureTrade) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction

defaultReportingCurrency(BulletPaymentTrade) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction

defaultReportingCurrency(DeliverableSwapFutureTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction

defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction

defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction

defaultReportingCurrency(SwaptionTrade) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

defaults() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Returns default root finder configuration, using the DEFAULT constants from this class.

DefaultScenarioResult<T> - Class in com.opengamma.strata.calc.runner.function.result

A container for multiple results produced by performing a single calculation across multiple scenarios.

DefaultScenarioResult.Meta<T> - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for DefaultScenarioResult.

DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface

Default metadata for a surface.

DefaultSurfaceMetadata.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for DefaultSurfaceMetadata.

DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DefaultSurfaceMetadata.

definition(ColumnDefinition) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the definition of the column which specifies the column name and the measures it contains.

definition() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the definition property.

DeliverableSwapFuture - Class in com.opengamma.strata.product.swap

A deliverable swap futures contract.

DeliverableSwapFuture.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for DeliverableSwapFuture.

DeliverableSwapFuture.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for DeliverableSwapFuture.

DeliverableSwapFutureBucketedPv01Function - Class in com.opengamma.strata.function.calculation.swap

Calculates the bucketed PV01, the present value curve parameter sensitivity of a DeliverableSwapFutureTrade.

DeliverableSwapFutureBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureBucketedPv01Function

DeliverableSwapFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.swap

Contains function groups for built-in Deliverable Swap Future calculation functions.

DeliverableSwapFuturePv01Function - Class in com.opengamma.strata.function.calculation.swap

Calculates PV01, the present value sensitivity of a DeliverableSwapFutureTrade.

DeliverableSwapFuturePv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePv01Function

DeliverableSwapFuturePvFunction - Class in com.opengamma.strata.function.calculation.swap

Calculates the present value of a DeliverableSwapFutureTrade for each of a set of scenarios.

DeliverableSwapFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePvFunction

DeliverableSwapFutureTrade - Class in com.opengamma.strata.product.swap

A trade representing a futures contract based on an interest rate swap.

DeliverableSwapFutureTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for DeliverableSwapFutureTrade.

DeliverableSwapFutureTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for DeliverableSwapFutureTrade.

deliveryBasket(List<SecurityLink<FixedCouponBond>>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the basket of deliverable bonds.

deliveryBasket(SecurityLink<FixedCouponBond>...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the deliveryBasket property in the builder from an array of objects.

deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the deliveryBasket property.

deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the delivery date.

deliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the deliveryDate property.

DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on absolute delta.

delta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the delta of the foreign exchange vanilla option product.

deltaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product.

deltaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product based on the price of the underlying future.

deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product.

deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product based on the price of the underlying future.

DeltaStrike - Class in com.opengamma.strata.market.option

A strike based on absolute delta.

DeltaStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for DeltaStrike.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the period between the start date and the end date.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the depositPeriod property.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the period between the start date and the end date.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the depositPeriod property.

derivative(Trade, ImmutableRatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Calculates the sensitivity with respect to the rates provider.

detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the detachment date.

detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the detachmentDate property.

diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains a diagonal matrix from the specified array.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the number of dimensions of this array.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of dimensions of this matrix.

dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix

Gets the number of dimensions of the matrix.

dirtyPriceFromCleanPrice(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.

dirtyPriceFromCurves(Security<FixedCouponBond>, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond.

dirtyPriceFromCurves(Security<FixedCouponBond>, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date.

dirtyPriceFromCurvesWithZSpread(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond with z-spread.

dirtyPriceFromCurvesWithZSpread(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.

dirtyPriceFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from yield.

dirtyPriceSensitivity(Security<FixedCouponBond>, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond product.

dirtyPriceSensitivityWithZspread(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The discount factor, typically derived from a curve.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a discount factor - 'DiscountFactor'.

discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the currencies for which the curve provides discount rates.

discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the discountCurrencies property in the builder from an array of objects.

discountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

The meta-property for the discountCurrencies property.

discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a discount curve to the provider.

DiscountCurveId - Class in com.opengamma.strata.market.id

Market data ID identifying the discount curve for a currency.

DiscountCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for DiscountCurveId.

DiscountCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the discount curve for a currency.

DiscountCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for DiscountCurveKey.

DiscountCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.

DiscountCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for DiscountCurveMapping.

DiscountCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that locates a discount factors curve.

DiscountCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

Sets the discount curves in the group, keyed by currency.

discountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

The meta-property for the discountCurves property.

discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the discountCurves property.

discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds discount curves to the provider.

discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the discountFactor property.

discountFactor(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factor applicable for a currency.

discountFactors(Currency) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(Currency) - Static method in class com.opengamma.strata.market.key.MarketDataKeys

Returns a market data key for discount factors.

DiscountFactors - Interface in com.opengamma.strata.market.view

Provides access to discount factors for a single currency.

discountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factors for a currency.

discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the discount factor with z-spread.

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

DiscountFxForwardRates - Class in com.opengamma.strata.market.view

Provides access to discount factors for currencies.

DiscountFxForwardRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountFxForwardRates.

DiscountFxIndexRates - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency.

DiscountFxIndexRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountFxIndexRates.

DiscountIborIndexRates - Class in com.opengamma.strata.market.view

An Ibor index curve providing rates from discount factors.

DiscountIborIndexRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountIborIndexRates.

discounting() - Static method in class com.opengamma.strata.function.calculation.credit.CdsFunctionGroups

Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.deposit.TermDepositFunctionGroups

Obtains the function group providing all built-in measures on Term Deposit trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fra.FraFunctionGroups

Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxNdfFunctionGroups

Obtains the function group providing all built-in measures on FX NDF trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSingleFunctionGroups

Obtains the function group providing all built-in measures on FX trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSwapFunctionGroups

Obtains the function group providing all built-in measures on FX swap trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.index.IborFutureFunctionGroups

Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.payment.BulletPaymentFunctionGroups

Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureFunctionGroups

Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.swap.SwapFunctionGroups

Obtains the function group providing all built-in measures on Swap trades, using the standard discounting calculation method.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the method to use for discounting.

discounting() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the discounting property.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the discounting property.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the method to use for discounting, optional with defaulting getter.

discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the discounting property.

DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for for bond future products.

DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Creates an instance.

DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future trades.

DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Creates an instance.

DiscountingDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for deliverable swap futures.

DiscountingDeliverableSwapFutureProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Creates an instance.

DiscountingDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap

Pricer implementation for deliverable swap futures.

DiscountingDeliverableSwapFutureTradePricer(DiscountingDeliverableSwapFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Creates an instance.

DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for for rate fixed coupon bond products.

DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Creates an instance.

DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for for rate fixed coupon bond trades.

DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Creates an instance.

DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) products.

DiscountingFraProductPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Creates an instance.

DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) trades.

DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Creates an instance.

DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for FX non-deliverable forward (NDF) products.

DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Creates an instance.

DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange transaction products.

DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Creates an instance.

DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange swap transaction products.

DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Creates an instance.

DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit by discounting.

DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Creates an instance.

DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit trades by discounting.

DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Creates an instance.

DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future products.

DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Creates an instance.

DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Ibor future trades.

DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Creates an instance.

DiscountingPaymentPricer - Class in com.opengamma.strata.pricer

Pricer for simple payments.

DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer

Creates an instance.

DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap legs.

DiscountingSwapLegPricer(PaymentPeriodPricer<PaymentPeriod>, PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Creates an instance.

DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap products.

DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Creates an instance.

DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap trades.

DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Creates an instance.

DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of term deposit by discounting.

DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Creates an instance.

DiscountOvernightIndexRates - Class in com.opengamma.strata.market.view

An Overnight index curve providing rates from discount factors.

DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountOvernightIndexRates.

dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with each value divided by the specified divisor.

dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

DK - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DK' - Denmark.

DKK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'DKK' - Danish Krone.

DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double.

DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double[].

DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Double quadratic interpolator.

DoubleArray - Class in com.opengamma.strata.collect.array

An immutable array of double values.

DoubleArrayMath - Class in com.opengamma.strata.collect

Contains utility methods for maths on double arrays.

DoubleMatrix - Class in com.opengamma.strata.collect.array

An immutable two-dimensional array of double values.

DoublesPair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of two double elements.

DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for DoublesPair.

DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function

A function of three arguments that returns a value.

E

effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the fixing date to obtain the effective date.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the effectiveDateOffset property.

effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the number of days to add to the fixing date to obtain the effective date.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the effectiveDateOffset property.

EG - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'EG' - Egypt.

EGP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EGP' - Egyptian Pound.

elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the elements from this triple as a list.

elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple

Gets the elements from this tuple as a list.

empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an empty FX matrix.

empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an empty MultiCurrencyAmount.

empty() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData

Obtains an instance containing no reference data.

empty() - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing no market data.

empty() - Static method in interface com.opengamma.strata.basics.market.ReferenceData

Obtains an instance containing no reference data.

empty() - Static method in interface com.opengamma.strata.calc.config.MarketDataRules

Returns an empty set of rules.

empty() - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Returns an empty set of rules.

empty() - Static method in interface com.opengamma.strata.calc.config.ReportingRules

Returns an empty set of rules.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Returns a CalculationEnvironment containing no data.

empty() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns an empty set of market data configuration.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider

Returns a time-series provider that returns an empty time series for any ID.

empty() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Returns an empty set of requirements.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns an empty set of market data mappings containing no mappers.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance specifying that no market data is required.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns an empty set of market data.

empty(LocalDate) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns an empty set of market data with a known valuation data.

empty() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns an empty scenario definition.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix

An empty array.

empty() - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an empty property set.

empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns an empty time-series.

empty() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Gets an empty metadata instance.

empty() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Gets an empty metadata instance.

EMPTY - Static variable in class com.opengamma.strata.product.TradeInfo

An empty instance of TradeInfo.

EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty double array.

EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty Double array.

EmptySurfaceParameterMetadata - Class in com.opengamma.strata.market.surface

Surface node metadata used when there is no applicable metadata.

EmptySurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for EmptySurfaceParameterMetadata.

encloses(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range contains all dates in the specified range.

END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, adjusted to be a valid business day if necessary.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the end date, which is the end of the last schedule period.

endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the end date of this period, used for financial calculations such as interest accrual.

endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the scheduled date on which the credit protection will lapse.

endDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the date that the contract expires and protection ends.

endDate - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The date that the contract expires and protection ends.

endDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the end date, which is the termination date of the FRA.

endDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the end date, which is the termination date of the FRA.

endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the last date in the fixing period.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the last date in the fixing period.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the end date of the accrual period.

endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the endDate property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional business day adjustment to apply to the end date.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the endDatePoints property.

endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the endDatePoints property.

endExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

The meta-property for the endExclusive property.

ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate

Reducer used in a stream to ensure there is no more than one matching element.

entries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

The meta-property for the entries property.

entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.

entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing map entries.

ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The index of this entry within the parent.

ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The type of this entry.

EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'EOM' roll convention which adjusts the date to the end of the month.

equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency

Checks if this currency equals another currency.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Checks if this currency amount equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment

equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate

equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor

Checks if this tenor equals another tenor.

equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.index.FloatingRateName

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

equals(Object) - Method in class com.opengamma.strata.basics.location.Country

Checks if this country equals another country.

equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateId

equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateKey

equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

equals(Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if this periodic frequency equals another periodic frequency.

equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

equals(Object) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep

equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules

equals(Object) - Method in class com.opengamma.strata.calc.Column

equals(Object) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

equals(Object) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

equals(Object) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

equals(Object) - Method in class com.opengamma.strata.calc.config.FunctionConfig

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

equals(Object) - Method in class com.opengamma.strata.calc.runner.MissingMappingId

equals(Object) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

equals(Object) - Method in class com.opengamma.strata.calc.runner.Results

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

equals(Object) - Method in class com.opengamma.strata.collect.id.StandardId

Checks if this identifier equals another, comparing the scheme and value.

equals(Object) - Method in class com.opengamma.strata.collect.id.StandardLink

equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if this CSV file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Checks if this locator equals another locator.

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if this element equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range equals another.

equals(Object) - Method in class com.opengamma.strata.collect.result.Failure

equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem

equals(Object) - Method in class com.opengamma.strata.collect.result.Result

equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Checks if this point is equal to another point.

equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple

equals(Object) - Method in class com.opengamma.strata.collect.type.TypedString

Checks if this type equals another.

equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

equals(Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows

equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts

equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

equals(Object) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap

equals(Object) - Method in class com.opengamma.strata.market.id.CurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.id.CurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.DiscountCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.IborIndexCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.IndexRateId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.QuoteId

equals(Object) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.market.key.CurveGroupKey

equals(Object) - Method in class com.opengamma.strata.market.key.CurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.DiscountCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.IndexRateKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.QuoteKey

equals(Object) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

equals(Object) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike

equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

equals(Object) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

equals(Object) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

equals(Object) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

equals(Object) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

equals(Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.Cms

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.ExpandedCms

equals(Object) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

equals(Object) - Method in class com.opengamma.strata.product.credit.Cds

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.ExpandedCds

equals(Object) - Method in class com.opengamma.strata.product.credit.FeeLeg

equals(Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

equals(Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments

equals(Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.equity.Equity

equals(Object) - Method in class com.opengamma.strata.product.equity.EquityTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.ExpandedFra

equals(Object) - Method in class com.opengamma.strata.product.fra.Fra

equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

equals(Object) - Method in class com.opengamma.strata.product.future.GenericFuture

equals(Object) - Method in class com.opengamma.strata.product.future.GenericFutureOption

equals(Object) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.future.GenericFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption

equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.SecurityLink

equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwap

equals(Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.StubCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.Swap

equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

equals(Object) - Method in class com.opengamma.strata.product.TradeInfo

equals(Object) - Method in class com.opengamma.strata.product.UnitSecurity

equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings

equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults

equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals another within the specified tolerance.

equalWithTolerance(CurveCurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(CurveUnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals zero within the specified tolerance.

Equity - Class in com.opengamma.strata.product.equity

An equity share of a company.

Equity.Builder - Class in com.opengamma.strata.product.equity

The bean-builder for Equity.

Equity.Meta - Class in com.opengamma.strata.product.equity

The meta-bean for Equity.

EquityProduct - Interface in com.opengamma.strata.product.equity

A product representing an equity share of a company.

EquityTrade - Class in com.opengamma.strata.product.equity

A trade representing the purchase or sale of an equity.

EquityTrade.Builder - Class in com.opengamma.strata.product.equity

The bean-builder for EquityTrade.

EquityTrade.Meta - Class in com.opengamma.strata.product.equity

The meta-bean for EquityTrade.

ES - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'ES' - Spain.

EU - Static variable in class com.opengamma.strata.basics.location.Country

The region of 'EU' - Europe (special status in ISO-3166).

EUR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EUR' - Euro.

EUR_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".

EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit' term deposit convention with T+2 settlement date.

EUR_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit-T' term deposit convention with T+0 settlement date, used mainly for O/N deposits.

EUR_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit-T' term deposit convention with T+1 settlement date, used mainly for T/N deposits

EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The EONIA index for EUR.

EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 10 years.

EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 12 years.

EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 15 years.

EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 1 year.

EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 20 years.

EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 25 years.

EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 2 years.

EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 30 years.

EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 3 years.

EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 4 years.

EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 5 years.

EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 6 years.

EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 7 years.

EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 8 years.

EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 9 years.

EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 10 years.

EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 12 years.

EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 15 years.

EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 1 year.

EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 20 years.

EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 25 years.

EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 2 years.

EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 30 years.

EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 3 years.

EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 4 years.

EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 5 years.

EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 6 years.

EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 7 years.

EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 8 years.

EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 9 years.

EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month EURIBOR index.

EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month EURIBOR index.

EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week EURIBOR index.

EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month EURIBOR index.

EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 week EURIBOR index.

EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month EURIBOR index.

EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.

EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month EURIBOR index.

EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 9 month EURIBOR index.

EUR_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'EUR-European' CDS convention.

EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-1Y-EONIA_OIS' swap convention.

EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.

EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.

EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.

EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.

EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'EUR-ISDA' curve.

EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for EUR.

EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for EUR.

EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for EUR.

EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for EUR.

EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for EUR.

EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for EUR.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/USD" FX Swap convention.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/USD convention with 2 days spot date.

EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".

EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for the European Union TARGET system, with code 'EUTA'.

evaluate(Bean, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

evaluate(CurrencyAmount, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

evaluate(CurveCurrencyParameterSensitivities, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

evaluate(CurveCurrencyParameterSensitivity, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

evaluate(Iterable<?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

evaluate(Map<?, ?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

evaluate(T, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Evaluates a token against a given object.

evaluate(Trade, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Evaluates a value path against a set of results, returning the resolved result for each trade.

EvaluationResult - Class in com.opengamma.strata.report.framework.expression

The result of a TokenEvaluator evaluating an expression against an object.

eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency

Calculates the number of events that occur in a year.

exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency

Exactly divides this frequency by another.

EXCEPTION - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Extrapolator that throws an exception if extrapolation is attempted.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets ex-coupon period.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the exCouponPeriod property.

execute(CalculationTarget, CalculationMarketData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

execute(CalculationEnvironment) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Performs calculations for the target using multiple sets of market data.

execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationMultiFunction

Calculates values of multiple measures for the target using multiple sets of market data.

execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationSingleFunction

Calculates a value for the target using multiple sets of market data.

execute(T, CalculationMarketData, Map<Measure, Set<Currency>>) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyAwareCalculationMultiFunction

Calculates values of multiple measures for the target using multiple sets of market data and converts them into each of the reporting currencies.

execute(T, CalculationMarketData, Set<Currency>) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyAwareCalculationSingleFunction

Calculates a value for the target using multiple sets of market data and converts it into each of the reporting currencies.

execute(CdsTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

execute(CdsTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedHazardFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelHazardFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedZeroFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelZeroFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsJumpToDefaultFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsParRateFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsPvFunction

execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsRecovery01Function

execute(TermDepositTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction

execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction

execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositBucketedPv01Function

execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositParRateFunction

execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositParSpreadFunction

execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositPv01Function

execute(TermDepositTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositPv01Function

execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositPvFunction

execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction

execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fra.FraBucketedGammaPv01Function

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraBucketedGammaPv01Function

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraBucketedPv01Function

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraExplainPvFunction

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraParRateFunction

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraParSpreadFunction

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraPv01Function

execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fra.FraPv01Function

execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraPvFunction

execute(GenericFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction

execute(GenericFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction

execute(GenericFutureOptionTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction

execute(GenericFutureOptionTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction

execute(GenericFutureOptionTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction

execute(GenericFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction

execute(FxNdfTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction

execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction

execute(FxSingleTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction

execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction

execute(FxSwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction

execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction

execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfBucketedPv01Function

execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCurrencyExposureFunction

execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfForwardFxRateFunction

execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfPv01Function

execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfPvFunction

execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleBucketedPv01Function

execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCurrencyExposureFunction

execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleForwardFxRateFunction

execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleParSpreadFunction

execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSinglePv01Function

execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSinglePvFunction

execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapBucketedPv01Function

execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCurrencyExposureFunction

execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapParSpreadFunction

execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapPv01Function

execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapPvFunction

execute(FxNdfTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxNdfFunction

execute(FxSingleTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSingleFunction

execute(FxSwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSwapFunction

execute(IborFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction

execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction

execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureBucketedPv01Function

execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureParSpreadFunction

execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFuturePv01Function

execute(IborFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFuturePv01Function

execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFuturePvFunction

execute(BulletPaymentTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction

execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction

execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentBucketedPv01Function

execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentPv01Function

execute(BulletPaymentTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentPv01Function

execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentPvFunction

execute(DeliverableSwapFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction

execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction

execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction

execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureBucketedPv01Function

execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePv01Function

execute(DeliverableSwapFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePv01Function

execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePvFunction

execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.MultiCurrencyAmountSwapFunction

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapAccruedInterestFunction

execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.SwapBucketedGammaPv01Function

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapBucketedGammaPv01Function

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapBucketedPv01Function

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapExplainPvFunction

execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegPvFunction

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapParRateFunction

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapPv01Function

execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapPvFunction

execute(SwaptionTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

execute(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

execute(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionPvFunction

expand() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

expand() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

expand() - Method in class com.opengamma.strata.product.cms.Cms

expand() - Method in class com.opengamma.strata.product.cms.CmsLeg

Expand CMS leg.

expand() - Method in class com.opengamma.strata.product.cms.ExpandedCms

expand() - Method in class com.opengamma.strata.product.credit.Cds

Expands this CDS.

expand() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Expands this CDS, trivially returning this.

expand() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Expands this term deposit, trivially returning this.

expand() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Expands this term deposit, trivially returning this.

expand() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Expands this Ibor fixing deposit.

expand() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Expands this term deposit.

expand() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in interface com.opengamma.strata.product.Expandable

Expands this Object.

expand() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Expands this FRA, trivially returning this.

expand() - Method in class com.opengamma.strata.product.fra.Fra

Expands this FRA.

expand() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Expands this forward, trivially returning this.

expand() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Expands this transaction, trivially returning this.

expand() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

Expands this FX swap, trivially returning this.

expand() - Method in class com.opengamma.strata.product.fx.FxNdf

Expands this FX forward into an ExpandedFxNdf.

expand() - Method in class com.opengamma.strata.product.fx.FxSingle

Expands this FX into an ExpandedFx.

expand() - Method in class com.opengamma.strata.product.fx.FxSwap

Expands this FX swap into ExpandedFxSwap.

expand() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Expands this FX option, trivially returning this.

expand() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

Expands this swap, trivially returning this.

expand() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Expands this swap leg, trivially returning this.

expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

expand() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Converts this swap leg to the equivalent ExpandedSwapLeg.

expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

expand(Schedule, Schedule) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Expands this calculation to accrual periods based on the specified schedule.

expand() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Converts this swap leg to the equivalent ExpandedSwapLeg.

expand() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Converts this swap leg to the equivalent ExpandedSwapLeg.

expand() - Method in class com.opengamma.strata.product.swap.Swap

Expands this swap.

expand() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Expands this swap leg.

expand() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Expands this convention, returning an instance where all the optional fields are present.

expand() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Expands this option, trivially returning this.

expand() - Method in class com.opengamma.strata.product.swaption.Swaption

Expands underlying swap.

Expandable<T> - Interface in com.opengamma.strata.product

An object that can be expanded for pricing.

ExpandedCds - Class in com.opengamma.strata.product.credit

Representation of the CdsProduct that is normalized for submitting to a pricer

ExpandedCds(ExpandedCds.Builder) - Constructor for class com.opengamma.strata.product.credit.ExpandedCds

Restricted constructor.

ExpandedCds.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for ExpandedCds.

ExpandedCds.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for ExpandedCds.

ExpandedCms - Class in com.opengamma.strata.product.cms

An expanded constant maturity swap (CMS) or CMS cap/floor, with dates calculated ready for pricing.

ExpandedCms.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ExpandedCms.

ExpandedCmsLeg - Class in com.opengamma.strata.product.cms

An expanded CMS leg of a constant maturity swap (CMS) product, with dates calculated ready for pricing.

ExpandedCmsLeg.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for ExpandedCmsLeg.

ExpandedCmsLeg.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ExpandedCmsLeg.

ExpandedFixedCouponBond - Class in com.opengamma.strata.product.bond

An expanded fixed coupon bond.

ExpandedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ExpandedFixedCouponBond.

ExpandedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ExpandedFixedCouponBond.

ExpandedFra - Class in com.opengamma.strata.product.fra

An expanded forward rate agreement (FRA), with dates calculated ready for pricing.

ExpandedFra.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for ExpandedFra.

ExpandedFra.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for ExpandedFra.

ExpandedFxNdf - Class in com.opengamma.strata.product.fx

An expanded Non-Deliverable Forward (NDF), the low level representation of an NDF.

ExpandedFxNdf.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ExpandedFxNdf.

ExpandedFxNdf.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ExpandedFxNdf.

ExpandedFxSingle - Class in com.opengamma.strata.product.fx

An expanded single FX transaction, the low level representation of a simple foreign exchange.

ExpandedFxSingle.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ExpandedFxSingle.

ExpandedFxSwap - Class in com.opengamma.strata.product.fx

An expanded FX swap transaction, the low level representation of an FX swap.

ExpandedFxSwap.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ExpandedFxSwap.

ExpandedIborFixingDeposit - Class in com.opengamma.strata.product.deposit

An Ibor fixing deposit.

ExpandedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ExpandedIborFixingDeposit.

ExpandedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ExpandedIborFixingDeposit.

ExpandedSwap - Class in com.opengamma.strata.product.swap

An expanded rate swap, with dates calculated ready for pricing.

ExpandedSwap.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ExpandedSwap.

ExpandedSwap.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ExpandedSwap.

ExpandedSwapLeg - Class in com.opengamma.strata.product.swap

An expanded swap leg, with dates calculated ready for pricing.

ExpandedSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ExpandedSwapLeg.

ExpandedSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ExpandedSwapLeg.

ExpandedSwaption - Class in com.opengamma.strata.product.swaption

An expanded option on an underlying swap.

ExpandedSwaption.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for ExpandedSwaption.

ExpandedSwaption.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for ExpandedSwaption.

ExpandedTermDeposit - Class in com.opengamma.strata.product.deposit

An expanded term deposit, with information calculated ready for pricing.

ExpandedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ExpandedTermDeposit.

ExpandedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ExpandedTermDeposit.

expandToPayment() - Method in class com.opengamma.strata.product.payment.BulletPayment

Expands this bullet payment into a Payment.

expiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the expiry property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

Sets the expiry date, optional.

expiryDate() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the expiry date, optional.

expiryDate() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

The meta-property for the expiryDate property.

expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryDate property.

expiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the expiryDateTime property.

expiryMonth(YearMonth) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

Sets the expiry month.

expiryMonth() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

The meta-property for the expiryMonth property.

expiryMonth(YearMonth) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the expiry month.

expiryMonth() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the expiryMonth property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryTime property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryZone property.

EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing a break-down of the present value calculation on the target.

ExplainKey<T> - Class in com.opengamma.strata.market.explain

A key for the map of explanatory values.

ExplainMap - Class in com.opengamma.strata.market.explain

A map of explanatory values.

ExplainMap.Meta - Class in com.opengamma.strata.market.explain

The meta-bean for ExplainMap.

ExplainMapBuilder - Class in com.opengamma.strata.market.explain

A builder for the map of explanatory values.

explainPresentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Explains the present value of the FRA product.

explainPresentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Explains the present value of the swap product.

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Explains the present value of a single payment event.

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Explains the present value of a single payment period.

explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Explains the calculation of the applicable rate.

explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the explanation as a string.

EXPONENTIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Exponential extrapolator.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the extended enum helper.

ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named

Manager for extended enums controlled by code or configuration.

extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the extended enum helper.

ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named

Maps names used by external systems to the standard name used here.

externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the set of groups that have external names defined.

externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Returns the complete map of external name to standard name.

externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the mapping of external names to standard names for a group.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the left, defaulted to 'Flat".

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the left of the leftmost point on the curve.

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the right, defaulted to 'Flat".

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the right of the rightmost point on the curve.

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorRight property.

F

Failure - Class in com.opengamma.strata.collect.result

Description of a failed result.

failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result specifying the failure reason.

failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason.

failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason and message.

failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result

Returns a failed result from another failed result.

failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result containing a failure.

failure() - Method in class com.opengamma.strata.collect.result.Result.Meta

The meta-property for the failure property.

failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates a result for an unsuccessful evaluation of an expression.

Failure.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for Failure.

FailureException - Exception in com.opengamma.strata.collect.result

An exception thrown when a failure Result is encountered and the failure can't be handled.

FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException

Returns an exception wrapping a failure that couldn't be handled.

FailureItem - Class in com.opengamma.strata.collect.result

Details of a single failed item in a failure.

FailureItem.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for FailureItem.

FailureReason - Enum in com.opengamma.strata.collect.result

Represents the reason why failure occurred.

farForwardPointsKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the key identifying the market data value which provides the FX forward points.

farForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the farForwardPointsKey property.

farLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

The meta-property for the farLeg property.

farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

The meta-property for the farLeg property.

FeedIdMapping - Interface in com.opengamma.strata.calc.marketdata.mapping

Provides mappings from ObservableId instances requested by calculations to ID instances that are suitable for querying a market data feed to get the market data.

feeLeg(FeeLeg) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the fee leg.

feeLeg() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the feeLeg property.

FeeLeg - Class in com.opengamma.strata.product.credit

The fee leg of a credit default swap (CDS).

FeeLeg.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for FeeLeg.

FeeLeg.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for FeeLeg.

FI - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FI' - Finland.

field(int, String) - Method in class com.opengamma.strata.collect.io.CsvFile

Gets a single field value from a row by column header.

FieldName - Class in com.opengamma.strata.basics.market

The name of a field in a market data record.

fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

The meta-property for the fieldName property.

fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

The meta-property for the fieldName property.

fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

The meta-property for the fieldName property.

fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

The meta-property for the fieldName property.

FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for file resource locators.

filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the zero.

filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the same value.

filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the zero.

filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the same value.

filter(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a new market environment built from the data in this environment but only including data specified in the requirements.

filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

Sets the filter that decides whether the perturbation should be applied to a piece of market data.

filter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

The meta-property for the filter property.

filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Create a new time-series by filtering this one.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the final notional.

finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the finalExchange property.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the final notional.

finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the finalExchange property.

finalStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate to be used in final stub, optional.

finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the finalStub property.

FinanceTrade - Interface in com.opengamma.strata.product

A trade with additional structured information.

find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Finds an instance by name.

findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds an attribute by name, or empty if not found.

findAttribute(String) - Method in interface com.opengamma.strata.product.Attributable

Finds the value of an attribute by key.

findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.

findCurve(CurveName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Finds the curve with the specified name.

findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Finds the definition for the curve with the specified name.

findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup

Finds the discount curve for the currency if there is one in the group.

findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Finds the entry for the curve with the specified name.

findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup

Finds the forward curve for the index if there is one in the group.

findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Attempts to locate a rate index by reference name.

findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds curve information of a specific type.

findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Finds the payment period applicable on the specified date.

findSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Finds a single sensitivity instance by name.

findSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Finds a single sensitivity instance by name and currency.

findTyped(ReferenceDataId) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

findTyped(ReferenceDataId) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Finds the typed reference data for the specified identifier.

findValue(Class<T>) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

findValue(ReferenceDataId, Class<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Finds the reference data value for the specified identifier and type.

findValue(Class<T>) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData

Finds the reference data value for the specified type.

first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the first property.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first delivery date.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstDeliveryDate property.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the first derivative of the curve.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

firstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Computes the first derivative of the y-value for the specified x-value.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first notice date.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstNoticeDate property.

firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the first rate of the first regular reset period, optional.

firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstRegularRate property.

firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.

firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the firstRegularStartDate property.

FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixed rate, as defined in the contract.

FixedCouponBond - Class in com.opengamma.strata.product.bond

A fixed coupon bond.

FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBond.

FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBond.

FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A period over which a fixed coupon is paid.

FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondPaymentPeriod.

FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondPaymentPeriod.

FixedCouponBondProduct - Interface in com.opengamma.strata.product.bond

A fixed coupon bond.

FixedCouponBondTrade - Class in com.opengamma.strata.product.bond

A trade representing a fixed coupon bond.

FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondTrade.

FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondTrade.

fixedCurrency(Currency) - Static method in interface com.opengamma.strata.calc.config.ReportingRules

Returns a rule that always returns the same reporting currency.

fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the fixedCurve property.

FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Ibor swap trades.

FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Ibor swap conventions.

FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Ibor interest rate swap.

FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedIborSwapCurveNode.

FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedIborSwapCurveNode.

FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Ibor swap trades.

FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedIborSwapTemplate.

FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedIborSwapTemplate.

fixedLeg(ExpandedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(ExpandedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the fixedLeg property.

FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Overnight swap conventions.

FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Overnight interest rate swap.

FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedOvernightSwapCurveNode.

FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedOvernightSwapCurveNode.

FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Overnight swap trades.

FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedOvernightSwapTemplate.

FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedOvernightSwapTemplate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

Sets the fixed rate of interest.

fixedRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the fixed interest rate to be paid.

fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the fixed rate of interest.

fixedRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the fixed rate of interest.

fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixedRate property.

fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the fixed rate for the fixing date, optional.

fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the fixedRate property.

fixedRate(Double) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

Sets the fixed rate to use in the stub.

fixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

The meta-property for the fixedRate property.

FixedRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a fixed rate swap leg.

FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FixedRateCalculation.

FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FixedRateCalculation.

FixedRateObservation - Class in com.opengamma.strata.product.rate

Defines a known fixed rate of interest.

FixedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for FixedRateObservation.

FixedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for FixedRateObservation.

FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the fixed leg of rate swap trades.

FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedRateSwapLegConvention.

FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedRateSwapLegConvention.

FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixing date.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the calendar that the index uses.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the fixingCalendar property.

fixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the date of the index fixing.

fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the fixing date to use to determine a rate for the reset period.

fixingDate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

Sets the date of the index fixing.

fixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

Sets the date of the index fixing.

fixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

Sets the date of the FX reset fixing.

fixingDate() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the date of the FX reset fixing.

fixingDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the fixingDate property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the effective date to obtain the fixing date.

fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the offset of the FX reset fixing date from each adjusted accrual date.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingDateOffset property.

FixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each rate fixing is made relative to.

fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the base date that each fixing is made relative to, optional with defaulting getter.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingRelativeTo property.

fixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the fixings property.

fixings(List<IborAveragedFixing>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

Sets the list of fixings.

fixings(IborAveragedFixing...) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

Sets the fixings property in the builder from an array of objects.

fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

The meta-property for the fixings property.

FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of historical fixing series into memory from CSV resources.

FLAT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Flat extrapolator.

flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.

flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the flatFloatingLeg property.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Processes a successful result by applying a function that returns another result.

floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingRate(IborRateObservation) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

Sets the floating rate of interest.

floatingRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

The meta-property for the floatingRate property.

floatingRate(RateObservation) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the floating rate of interest.

floatingRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the floatingRate property.

FloatingRateName - Class in com.opengamma.strata.basics.index

A floating rate index name, such as Libor, Euribor or US Fed Fund.

FloatingRateName.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for FloatingRateName.

FloatingRateType - Enum in com.opengamma.strata.basics.index

The type of a floating rate index.

floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional floorlet strike.

floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the floorlet property.

floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the optional floor schedule.

floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the floorSchedule property.

FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Following' convention which adjusts to the next business day.

forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray

Applies an action to each value in the array.

forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Applies an action to each value in the matrix.

forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an action to each pair in the time series.

FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forecast value.

forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the forecastValue property.

forecastValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value of the FRA product.

forecastValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value of the FRA trade.

forecastValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value of the swap leg.

forecastValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value of the swap product.

forecastValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value of the swap trade.

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the forecast value of a single payment event.

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the forecast value of a single payment period.

forecastValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value sensitivity of the FRA product.

forecastValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value sensitivity of the FRA trade.

forecastValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value sensitivity of the swap leg.

forecastValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value sensitivity of the swap product.

forecastValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value sensitivity of the swap trade.

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the forecast value sensitivity of a single payment event.

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the forecast value sensitivity of a single payment period.

format(String, Object) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting a single argument.

format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting arguments.

FormatCategory - Enum in com.opengamma.strata.report.framework.format

Defines categories of data types.

formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a piece of data for display.

formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for use in a CSV file.

formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for display.

FormatSettings<T> - Class in com.opengamma.strata.report.framework.format

Contains formatting settings for a specific type.

FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format

The meta-bean for FormatSettings.

FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format

Provides and caches format settings across types.

FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider

Creates an instance.

formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the formatter property.

formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a value into a string.

forward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the forward property.

FORWARD_FX_RATE - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the forward FX rate of the calculation target.

forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

Sets the forward curves in the group, keyed by index.

forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

The meta-property for the forwardCurves property.

forwardFxRate(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the forward exchange rate.

forwardFxRate(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the forward exchange rate.

forwardFxRatePointSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the forward exchange rate point sensitivity.

forwardFxRateSpotSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the sensitivity of the forward exchange rate to the spot rate.

ForwardPriceIndexValues - Class in com.opengamma.strata.market.view

Provides values for a Price index from a forward curve.

ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.view

The meta-bean for ForwardPriceIndexValues.

FpmlDocument - Class in com.opengamma.strata.loader.fpml

Provides data about the whole FpML document and parse helper methods.

FpmlDocument(XmlElement, Map<String, XmlElement>, String) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument

Creates an instance, based on the specified element.

FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml

Loader of trade data in FpML format.

FpmlParseException - Exception in com.opengamma.strata.loader.fpml

Exception thrown when parsing FpML.

FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a message.

FpmlParseException(Throwable) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a cause.

FpmlParseException(String, Throwable) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a message and cause.

FpmlTradeParser - Interface in com.opengamma.strata.loader.fpml

Pluggable FpML trade parser.

FR - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FR' - France.

Fra - Class in com.opengamma.strata.product.fra

A forward rate agreement (FRA).

Fra.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for Fra.

Fra.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for Fra.

FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for FraTrade using par spread discounting.

FraBucketedGammaPv01Function - Class in com.opengamma.strata.function.calculation.fra

Calculates Gamma PV01, the second-order present value sensitivity of a FraTrade for each of a set of scenarios.

FraBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraBucketedGammaPv01Function

FraBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fra

Calculates the bucketed PV01, the present value curve parameter sensitivity of a FraTrade.

FraBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraBucketedPv01Function

FraConvention - Interface in com.opengamma.strata.product.fra.type

A market convention for forward rate agreement (FRA) trades.

fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

The meta-property for the fraction property.

FraCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Forward Rate Agreement (FRA).

FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FraCurveNode.

FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FraCurveNode.

FraDiscountingMethod - Enum in com.opengamma.strata.product.fra

A convention defining how to discount Forward Rate Agreements (FRAs).

FraExplainPvFunction - Class in com.opengamma.strata.function.calculation.fra

Obtains the explain map for present value on a FraTrade.

FraExplainPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraExplainPvFunction

FraFunctionGroups - Class in com.opengamma.strata.function.calculation.fra

Contains function groups for built-in FRA calculation functions.

FraParRateFunction - Class in com.opengamma.strata.function.calculation.fra

Calculates the par rate of a FraTrade for each of a set of scenarios.

FraParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraParRateFunction

FraParSpreadFunction - Class in com.opengamma.strata.function.calculation.fra

Calculates the par spread of a FraTrade for each of a set of scenarios.

FraParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraParSpreadFunction

FraProduct - Interface in com.opengamma.strata.product.fra

A product representing a forward rate agreement (FRA).

FraPv01Function - Class in com.opengamma.strata.function.calculation.fra

Calculates PV01, the present value sensitivity of a FraTrade.

FraPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraPv01Function

FraPvFunction - Class in com.opengamma.strata.function.calculation.fra

Calculates the present value of a FraTrade for each of a set of scenarios.

FraPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraPvFunction

FraTemplate - Class in com.opengamma.strata.product.fra.type

A template for creating a forward rate agreement (FRA) trade.

FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type

The bean-builder for FraTemplate.

FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type

The meta-bean for FraTemplate.

FraTrade - Class in com.opengamma.strata.product.fra

A trade in a forward rate agreement (FRA).

FraTrade.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for FraTrade.

FraTrade.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for FraTrade.

Frequency - Class in com.opengamma.strata.basics.schedule

A periodic frequency used by financial products that have a specific event every so often.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the regular periodic frequency to use.

frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the frequency property.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the periodic frequency used when building the schedule.

frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the frequency property.

FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Friday/Saturday weekends.

FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for Paris, France, with code 'FRPA'.

function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Function interface.

functionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the functionArguments property.

FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config

Configuration of a function that performs a calculation.

functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Returns a function group to calculate a value of the measure for the target if this rule applies to the target.

functionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the functionConfig property.

functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup

Returns configuration for a function to calculate the value of a measure for a target.

FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config

The meta-bean for FunctionConfig.

FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config

Mutable builder for building instances of FunctionConfig.

functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.config.pricing

A function group provides configuration for functions that perform calculations.

functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

Returns a function group to calculate a value of the measure for the target if this rule applies to the target.

functionGroup() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the functionGroup property.

functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Sets the function group that performs the calculations matching the rule.

functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Returns a function group specifying how a measure should be calculated for the target.

FunctionGroupName - Class in com.opengamma.strata.calc.config.pricing

The name of a function group.

FunctionRequirements - Class in com.opengamma.strata.calc.marketdata

Specifies the market data required for a function to perform a calculation.

FunctionRequirements.Builder - Class in com.opengamma.strata.calc.marketdata

The bean-builder for FunctionRequirements.

FunctionRequirements.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for FunctionRequirements.

functionType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

The meta-property for the functionType property.

FunctionUtils - Class in com.opengamma.strata.calc.runner.function

Static utility methods useful when writing calculation functions.

futureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the futureExpiryDate property.

FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.common

The style of premium for an option on a futures contract.

futurePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor for the specified period at the future reference date.

futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor and its derivative for the specified period at the future reference date.

futureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the futureSecurityId property.

futureSecurityId(StandardId) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the ID of the underlying future.

futureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the futureSecurityId property.

fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the first array to the matching index in the second array within a tolerance.

fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the array to zero within a tolerance.

FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for FxSwapTrade using par spread discounting.

FxConvertible<R> - Interface in com.opengamma.strata.basics.currency

Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.

FxConvertibleList - Class in com.opengamma.strata.calc.runner.function.result

A list of currency values representing the result of the same calculation performed for multiple scenarios.

FxConvertibleList.Meta - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for FxConvertibleList.

fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

fxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

The meta-property for the fxForwardRates property.

FxForwardRates - Interface in com.opengamma.strata.market.view

Provides access to rates for a currency pair.

fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the forward FX rates for a currency pair.

FxForwardSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a forward rate of an FX rate for a currency pair.

FxForwardSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for FxForwardSensitivity.

FxIndex - Interface in com.opengamma.strata.basics.index

An index of foreign exchange rates.

fxIndexRates(FxIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

FxIndexRates - Interface in com.opengamma.strata.market.view

Provides access to rates for an FX index.

fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an FX index.

FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a forward rate of an FX rate for an FX index.

FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for FxIndexSensitivity.

FxIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard foreign exchange indices.

FxMatrix - Class in com.opengamma.strata.basics.currency

A matrix of foreign exchange rates.

FxMatrix.Builder - Class in com.opengamma.strata.basics.currency

Builder class for FxMatrix.

FxNdf - Class in com.opengamma.strata.product.fx

A Non-Deliverable Forward (NDF).

FxNdf.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdf.

FxNdf.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdf.

FxNdfBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx

Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxNdfTrade.

FxNdfBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfBucketedPv01Function

FxNdfCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the currency exposure of an FxNdfTrade for each of a set of scenarios.

FxNdfCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfCurrencyExposureFunction

FxNdfForwardFxRateFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the future FX rate of an FxNdfTrade for each of a set of scenarios.

FxNdfForwardFxRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfForwardFxRateFunction

FxNdfFunctionGroups - Class in com.opengamma.strata.function.calculation.fx

Contains function groups for built-in FX Non-Deliverable Forward (NDF) calculation functions.

FxNdfProduct - Interface in com.opengamma.strata.product.fx

A product representing a Non-Deliverable Forward (NDF).

FxNdfPv01Function - Class in com.opengamma.strata.function.calculation.fx

Calculates PV01, the present value sensitivity of a FxNdfTrade.

FxNdfPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfPv01Function

FxNdfPvFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the present value of an FxNdfTrade for each of a set of scenarios.

FxNdfPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfPvFunction

FxNdfTrade - Class in com.opengamma.strata.product.fx

A trade in a Non-Deliverable Forward (NDF).

FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdfTrade.

FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdfTrade.

FxOptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to an implied volatility for a FX option model.

FxOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for FxOptionSensitivity.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Gets the FX rate for the specified currency pair.

FxRate - Class in com.opengamma.strata.basics.currency

A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns the FX rate for the specified currency pair and scenario index.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider

fxRate(Currency, Currency) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

FxRate.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxRate.

FxRateConfig - Class in com.opengamma.strata.function.marketdata.fx

Configuration defining how to create FxRate instances from observable market data.

FxRateConfig.Builder - Class in com.opengamma.strata.function.marketdata.fx

The bean-builder for FxRateConfig.

FxRateConfig.Meta - Class in com.opengamma.strata.function.marketdata.fx

The meta-bean for FxRateConfig.

FxRateId - Class in com.opengamma.strata.basics.market

Identifies the market data for an FX rate.

FxRateId.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for FxRateId.

FxRateKey - Class in com.opengamma.strata.basics.market

Market data key identifying an FX rate.

FxRateKey.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for FxRateKey.

FxRateMarketDataFunction - Class in com.opengamma.strata.function.marketdata.fx

Function which builds FxRate instances from observable market data.

FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

FxRateProvider - Interface in com.opengamma.strata.basics.currency

A provider of FX rates.

fxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the fxRateProvider property.

fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the fxRateProvider property.

fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Sets the FX rate provider.

FxRatesArray - Class in com.opengamma.strata.basics.currency

A set of FX rates between two currencies containing rates for multiple scenarios.

FxRatesArray.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxRatesArray.

FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of FX rates into memory from CSV resources.

FxReset - Class in com.opengamma.strata.product.swap

An FX rate conversion for the notional amount of a swap leg.

fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the FX reset definition, optional.

fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the fxReset property.

fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the FX reset definition, optional.

fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the fxReset property.

FxReset.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxReset.

FxReset.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxReset.

FxResetCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of an FX rate conversion for the notional amount of a swap leg.

FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxResetCalculation.

FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetCalculation.

FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each FX reset fixing is made relative to.

FxResetNotionalExchange - Class in com.opengamma.strata.product.swap

An exchange of notionals between two counterparties where FX reset applies.

FxResetNotionalExchange.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxResetNotionalExchange.

FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetNotionalExchange.

FxSingle - Class in com.opengamma.strata.product.fx

A single foreign exchange, such as an FX forward or FX spot.

FxSingle.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingle.

FxSingleBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx

Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSingleTrade.

FxSingleBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleBucketedPv01Function

FxSingleCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the currency exposure of an FxSingleTrade for each of a set of scenarios.

FxSingleCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleCurrencyExposureFunction

FxSingleForwardFxRateFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the future FX rate of an FxSingleTrade for each of a set of scenarios.

FxSingleForwardFxRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleForwardFxRateFunction

FxSingleFunctionGroups - Class in com.opengamma.strata.function.calculation.fx

Contains function groups for built-in FX calculation functions.

FxSingleParSpreadFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the par spread of an FxSingleTrade for each of a set of scenarios.

FxSingleParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleParSpreadFunction

FxSingleProduct - Interface in com.opengamma.strata.product.fx

A product representing a simple foreign exchange between two counterparties.

FxSinglePv01Function - Class in com.opengamma.strata.function.calculation.fx

Calculates PV01, the present value sensitivity of a FxSingleTrade.

FxSinglePv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSinglePv01Function

FxSinglePvFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the present value of an FxSingleTrade for each of a set of scenarios.

FxSinglePvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSinglePvFunction

FxSingleTrade - Class in com.opengamma.strata.product.fx

A foreign exchange trade, such as an FX forward or FX spot.

FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSingleTrade.

FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingleTrade.

FxSwap - Class in com.opengamma.strata.product.fx

An FX swap.

FxSwap.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwap.

FxSwapBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx

Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSwapTrade.

FxSwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapBucketedPv01Function

FxSwapConvention - Interface in com.opengamma.strata.product.fx.type

A market convention for FX Swap trades.

FxSwapConventions - Class in com.opengamma.strata.product.fx.type

Market standard FX swap conventions.

FxSwapCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the currency exposure of an FxSwapTrade for each of a set of scenarios.

FxSwapCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapCurrencyExposureFunction

FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an FX Swap.

FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FxSwapCurveNode.

FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FxSwapCurveNode.

FxSwapFunctionGroups - Class in com.opengamma.strata.function.calculation.fx

Contains function groups for built-in FX swap calculation functions.

FxSwapParSpreadFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the par spread of an FxSwapTrade for each of a set of scenarios.

FxSwapParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapParSpreadFunction

FxSwapProduct - Interface in com.opengamma.strata.product.fx

A product representing a foreign exchange swap.

FxSwapPv01Function - Class in com.opengamma.strata.function.calculation.fx

Calculates PV01, the present value sensitivity of a FxSwapTrade.

FxSwapPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapPv01Function

FxSwapPvFunction - Class in com.opengamma.strata.function.calculation.fx

Calculates the present value of an FxSwapTrade for each of a set of scenarios.

FxSwapPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapPvFunction

FxSwapTemplate - Class in com.opengamma.strata.product.fx.type

A template for creating an FX swap trade.

FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type

The bean-builder for FxSwapTemplate.

FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type

The meta-bean for FxSwapTemplate.

FxSwapTrade - Class in com.opengamma.strata.product.fx

A trade in an FX swap.

FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSwapTrade.

FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwapTrade.

FxVanillaOption - Class in com.opengamma.strata.product.fx

A vanilla FX option.

FxVanillaOption.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxVanillaOption.

FxVanillaOption.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxVanillaOption.

FxVanillaOptionProduct - Interface in com.opengamma.strata.product.fx

A product representing an FX vanilla option.

FxVanillaOptionTrade - Class in com.opengamma.strata.product.fx

A trade in a vanilla FX option.

FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxVanillaOptionTrade.

FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxVanillaOptionTrade.

FxVolatilitySurfaceYearFractionNodeMetadata - Class in com.opengamma.strata.market.surface.meta

Surface node metadata for a surface node with a specific time to expiry and strike.

FxVolatilitySurfaceYearFractionNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta

The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.

G

gamma(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the gamma of the foreign exchange vanilla option product.

gammaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product.

gammaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product based on the price of the underlying future.

GB - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GB' - United Kingdom.

GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for London, United Kingdom, with code 'GBLO'.

GBP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'GBP' - British pound.

GBP_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-Deposit' term deposit convention with T+0 settlement date.

GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/EUR" FX Swap convention.

GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/EUR convention with 2 days spot date.

GBP_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'GBP-European' CDS convention.

GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.

GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.

GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-6M-LIBOR-6M' swap convention.

GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.

GBP_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'GBP-ISDA' curve.

GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 10 years.

GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 12 years.

GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 15 years.

GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 1 year.

GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 20 years.

GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 25 years.

GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 2 years.

GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 30 years.

GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 3 years.

GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 4 years.

GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 5 years.

GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 6 years.

GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 7 years.

GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 8 years.

GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 9 years.

GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for GBP.

GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for GBP.

GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for GBP.

GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for GBP.

GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for GBP.

GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.

GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for GBP.

GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SONIA index for GBP.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/USD" FX Swap convention.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/USD convention with 2 days spot date.

GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".

GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The gearing, that the rate is multiplied by.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the gearing property.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the gearing property.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the gearing property.

gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the gearing multiplier, defaulted to 1.

gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the gearing property.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator

generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator

Generates a rates provider from a set of parameters.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator

Generates a rates provider from a set of parameters and calibration information.

GenericFuture - Class in com.opengamma.strata.product.future

A generic futures contract based on an expiry month.

GenericFuture.Builder - Class in com.opengamma.strata.product.future

The bean-builder for GenericFuture.

GenericFuture.Meta - Class in com.opengamma.strata.product.future

The meta-bean for GenericFuture.

GenericFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.future

Contains function groups for built-in generic future calculation functions.

GenericFutureOption - Class in com.opengamma.strata.product.future

A generic futures option contract based on an expiry month.

GenericFutureOption.Builder - Class in com.opengamma.strata.product.future

The bean-builder for GenericFutureOption.

GenericFutureOption.Meta - Class in com.opengamma.strata.product.future

The meta-bean for GenericFutureOption.

GenericFutureOptionFunctionGroups - Class in com.opengamma.strata.function.calculation.future

Contains function groups for built-in generic future option calculation functions.

GenericFutureOptionPvFunction - Class in com.opengamma.strata.function.calculation.future

Calculates the present value of a GenericFutureOptionTrade for each of a set of scenarios.

GenericFutureOptionPvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction

GenericFutureOptionTrade - Class in com.opengamma.strata.product.future

A trade in a generic futures option contract based on an expiry month.

GenericFutureOptionTrade.Builder - Class in com.opengamma.strata.product.future

The bean-builder for GenericFutureOptionTrade.

GenericFutureOptionTrade.Meta - Class in com.opengamma.strata.product.future

The meta-bean for GenericFutureOptionTrade.

GenericFuturePvFunction - Class in com.opengamma.strata.function.calculation.future

Calculates the present value of a GenericFutureTrade for each of a set of scenarios.

GenericFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction

GenericFutureTrade - Class in com.opengamma.strata.product.future

A trade in a generic futures contract based on an expiry month.

GenericFutureTrade.Builder - Class in com.opengamma.strata.product.future

The bean-builder for GenericFutureTrade.

GenericFutureTrade.Meta - Class in com.opengamma.strata.product.future

The meta-bean for GenericFutureTrade.

GenericVolatilitySurfaceYearFractionMetadata - Class in com.opengamma.strata.market.surface.meta

Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.

GenericVolatilitySurfaceYearFractionMetadata.Meta - Class in com.opengamma.strata.market.surface.meta

The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.

get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor

Gets the value of the specified unit.

get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

get(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the value of the specified unit.

get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

get(String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

get(String) - Method in class com.opengamma.strata.calc.Column.Builder

get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns an item of configuration that is the default of its type.

get(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

get(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a MultiCurrencyAmount at the specified index.

get(int) - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Returns the result at the specified index.

get(String) - Method in class com.opengamma.strata.calc.runner.Results.Builder

get(int, int) - Method in class com.opengamma.strata.calc.runner.Results

Returns the results for a target and column for a set of scenarios.

get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the value at the specified index in this array.

get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the value at the specified row and column in this matrix.

get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier

Gets a result.

get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets the value associated with the specified date.

get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Gets the value associated with the specified date.

get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

get(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

get(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets a value by key.

get(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

get(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

get(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

get(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

get(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.equity.Equity.Builder

get(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

get(String) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

get(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

get(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.SecurityLink.Builder

get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.TradeInfo.Builder

get(String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

get(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

get(String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Gets the absolute tolerance for the root finder.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualDayCount() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the day count convention to be used for calculating the accrual.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual periods that combine to form the payment period.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the accrual period schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the accrual schedule.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the addition convention to apply.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the addition convention to apply.

getAdjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the end date, adjusted to be a valid business day.

getAdjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the start date, adjusted to be a valid business day.

getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the business day adjustment that is to be applied to the unadjusted date.

getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAlphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the alpha sensitivity.

getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the amount of the currency.

getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the CurrencyAmount for the specified currency.

getAmount() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the known amount schedule.

getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the notional amount.

getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of currency amounts.

getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts

Gets the leg amounts.

getArguments() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns the constructor arguments used when creating function instances.

getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets an attribute by name, throwing an exception if not found.

getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the attributes.

getAttributes() - Method in interface com.opengamma.strata.product.Attributable

Gets the entire set of additional attributes.

getAttributes() - Method in interface com.opengamma.strata.product.Security

Gets the entire set of additional attributes.

getAttributes() - Method in class com.opengamma.strata.product.TradeInfo

Gets the set of additional trade attributes.

getAttributes() - Method in class com.opengamma.strata.product.UnitSecurity

Gets the extensible set of attributes.

getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country

Obtains the set of available countries.

getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency

Obtains the set of configured currencies.

getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Obtains the set of configured currency pairs.

getAveragingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the rate averaging method, defaulted to 'Unweighted'.

getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the base currency of the pair.

getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the base currency, positive if receiving, negative if paying.

getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the discount factors for the base currency of the currency pair.

getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Gets the payment in the base currency, positive if receiving, negative if paying.

getBetaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the beta sensitivity.

getBondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the bond group.

getBondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the bond group.

getBondProductBasket() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the bond products from the delivery basket.

getBondSecurityBasket() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the bond securities from the delivery basket.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the business day adjustment to apply.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds

Gets the business day adjustment to apply to the start and end dates.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the business day adjustment to apply to the start and end dates.

getBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the business day adjustment.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the business day adjustment to apply to the start and end date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the business day adjustment to apply to the reference date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the business day adjustment to apply to each reset date.

getBusinessDayConvention() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the applicable business day convention for any underlying instruments.

getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets whether the term deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.fra.Fra

Gets whether the FRA is buy or sell.

getBuySellProtection() - Method in class com.opengamma.strata.product.credit.Cds

Gets whether the CDS is buy or sell.

getBuySellProtection() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets whether the CDS is buy or sell.

getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the byte source to access the resource.

getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the interest rate accrual calculation.

getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the calculation results.

getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the calendar that defines holidays and business days.

getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that defines the meaning of a day when performing the addition.

getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional caplet strike.

getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the optional cap schedule.

getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flow by index.

getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flows.

getCashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement

Gets the cash settlement method.

getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the category of this type.

getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.

getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the underlying convention.

getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Gets a set of CDS dates fixed periods from an initial CDS date.

getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Gets a complete set of CDS dates from some starting CDS date.

getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource using UTF-8.

getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource specifying the character set.

getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets a child element by index.

getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child element with the specified name, throwing an exception if not found or more than one.

getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements.

getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements matching the specified name.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the CMS leg of the product.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms

Gets the CMS leg of the product.

getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Gets the periodic payments based on the successive observed values of a swap index.

getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the type of the CMS period.

getCode() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the three letter ISO code.

getCode() - Method in class com.opengamma.strata.basics.location.Country

Gets the two letter ISO code.

getColumnCount() - Method in class com.opengamma.strata.calc.runner.Results

Gets the number of columns in the results.

getColumnCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of columns in the report table.

getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the column headers.

getColumnHeaders() - Method in interface com.opengamma.strata.report.Report

Gets the report column headers.

getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the column headers.

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the column index of the value in the results grid.

getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the keys corresponding to the columns.

getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the columns that will be calculated.

getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the columns contained in the results.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the report columns, which may contain information required for formatting.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

Gets the columns in the report.

getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Gets the type of the data in each report column.

getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the compounding method to use when there is more than one accrual period, default is 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element content.

getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the convention used to the adjust the date if it does not fall on a business day.

getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the convention of the swap for which the data is valid.

getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the convention of the swap for which the data is valid.

getConvention() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Gets the convention of the swap for which the data is valid.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the swap convention.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the swap convention.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the swap convention.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the underlying Ibor fixing deposit convention.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the underlying term deposit convention.

getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the underlying FRA convention.

getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the underlying FX Swap convention.

getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the underlying futures convention.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the market convention of the swap.

getConversionFactor() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the conversion factor for each bond in the basket.

getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the counter currency of the pair.

getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the counter currency, positive if receiving, negative if paying.

getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the discount factors for the counter currency of the currency pair.

getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Gets the payment in the counter currency, positive if receiving, negative if paying.

getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo

Gets the counterparty identifier, optional.

getCoupon() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the coupon used to calculate fee payments.

getCoupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the coupon.

getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the tenor at each curve node.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Returns the set of currencies held within this matrix.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of stored currencies.

getCurrencies() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns the set of currencies for which this object contains values.

getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the currency of the payment.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the currency of the index.

getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the currency of the index.

getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Gets the currency of the values.

getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

Gets the currency matched by this filter.

getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId

Gets the currency of the discount factor curve that is required.

getCurrency() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId

Returns the currency of the curve.

getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

Gets the currency of the discount curve that is required.

getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the currency of the point sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the currency of the underlying fixed coupon bonds.

getCurrency() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the primary currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the currency of the leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the currency of the reference.

getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the currency of the CDS.

getCurrency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the currency that the yield curve can be used to discount.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the primary currency.

getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.equity.Equity

Gets the currency that the equity is quoted in.

getCurrency() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.fra.Fra

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.future.GenericFuture

Gets the currency of the future.

getCurrency() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the currency of the future.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the currency that the future is quoted in.

getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the currency of this payment.

getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the currency of the underlying swap.

getCurrency() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Gets the currency of the swap leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the payment currency.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the currency of the swap leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the currency of the event.

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the currency of the swap leg associated with the notional.

getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentEvent

Gets the currency of the payment resulting from the event.

getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the currency of the payment resulting from the period.

getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the currency of the swap leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the currency of the swap leg.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the leg currency.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the currency pair of the index.

getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the currency pair for which the sensitivity is computed.

getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the currency pair for which the sensitivity is presented.

getCurrencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the currency pair that describes the node.

getCurrencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the currency pair that the rates are for.

getCurrencyPair() - Method in interface com.opengamma.strata.market.view.FxForwardRates

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the currency pair for which the volatility data are presented.

getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Gets the currency pair of the provider.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the currency pair for which the volatility data are presented.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the currency pair of the template.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the currency pair associated with the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the currency pair of the template.

getCurve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the volatility term structure.

getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the underlying convention.

getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of curves.

getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets definitions which specify how the curves are calibrated.

getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

Gets the name of the curve group from which discounting curves should be taken.

getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

Gets the name of the curve group from which the curve should be taken.

getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

Gets the name of the curve group from which the curve should be taken.

getCurveGroupName() - Method in interface com.opengamma.strata.market.id.CurveId

Returns the name of the curve group to which the curve belongs.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey

Gets the name of the curve group containing the curve.

getCurveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs

Gets the metadata for the curve.

getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Provide curve meta data to capture tenor and anchor point date information

getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Provides curve meta data to capture tenor and anchor point date information.

getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

Gets the name of the curve matched by this filter.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Gets the curve name.

getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.id.CurveInputsId

Gets the name of the curve.

getCurveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey

Gets the name of the curve.

getCurveName() - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

getCurveName() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

getCurveName() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

getCurveName() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the name of the underlying curve.

getCurveName() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the name of the underlying curve.

getCurveName() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the cashflow data table.

getData() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the calculation results.

getDate() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the date that the payment is made.

getDate() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the date of the schedule period boundary at which the change occurs.

getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the date.

getDate() - Method in interface com.opengamma.strata.market.curve.DatedCurveParameterMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the date that was looked up on the curve.

getDate() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the date that was looked up on the curve.

getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the date that was looked up on the curve.

getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the date that the payment is made.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the sequence of dates that the future is based on.

getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the day count convention of the index.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the day count convention of the index.

getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the day count, optional.

getDayCount() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the day count convention of the surface expiry dimension.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.fra.Fra

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the number of days to be added.

getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

Gets the number of decimal places to round to.

getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException

Gets the invalid schedule definition.

getDefinition() - Method in class com.opengamma.strata.calc.Column

Gets the definition of the column which specifies the column name and the measures it contains.

getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the basket of deliverable bonds.

getDeliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the delivery date.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the period between the start date and the end date.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the period between the start date and the end date.

getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivative of the variable with respect to an input.

getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivatives of the variable with respect to some inputs.

getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the detachment date.

getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Gets the currencies for which the curve provides discount rates.

getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup

Gets the discount curves in the group, keyed by currency.

getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the discount curves, defaulted to an empty map.

getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the discount factor.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Gets the underlying discount factor curve.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Gets the underlying discount factor curve.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscounting() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the method to use for discounting.

getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra

Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the method to use for discounting, providing a default result if no override specified.

getDiscountingFxSingleProductPricer() - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Returns the pricer used to price the underlying FX product.

getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the earliest date contained in this time-series.

getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the earliest date contained in this time-series.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEffectiveEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the effective business day adjustment to apply to the end date.

getEffectiveFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the effective first regular start date.

getEffectiveLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the effective last regular end date.

getEffectiveResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that will be applied to the result.

getEffectiveRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the effective roll convention defining how to roll dates.

getEffectiveStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the effective business day adjustment to apply to the start date.

getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the end date, which is the end of the last schedule period.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the end date of this period, used for financial calculations such as interest accrual.

getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the end date of the product.

getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.credit.Cds

Gets the scheduled date on which the credit protection will lapse.

getEndDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the date that the contract expires and protection ends.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the last date in the fixing period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the last date in the fixing period.

getEndDate() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the end date of the leg.

getEndDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the end date of the swap.

getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the end date of the leg.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the end date at each curve node.

getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the end date at each curve node.

getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Gets the end date, exclusive.

getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Gets the end date, inclusive.

getEntries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the configuration for building the curves in the group.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets ex-coupon period.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the expiry date/time of the option.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the expiry date/time of the option.

getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date-time.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.future.GenericFuture

Gets the expiry date, optional.

getExpiryDate() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the expiry date, optional.

getExpiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date of the option.

getExpiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the expiry zoned date time of the option.

getExpiryDateTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the expiry date-time.

getExpiryDateTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Gets the expiry date-time.

getExpiryDateTime() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date-time.

getExpiryMonth() - Method in class com.opengamma.strata.product.future.GenericFuture

Gets the expiry month.

getExpiryMonth() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the expiry month.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry time of the option.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the time-zone of the expiry time.

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the left, defaulted to 'Flat".

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the left of the leftmost point on the curve.

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the right, defaulted to 'Flat".

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the right of the rightmost point on the curve.

getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException

Returns the details of the failure.

getFailure() - Method in class com.opengamma.strata.collect.result.Result

Returns the failure instance indicating the reason why the calculation failed.

getFarForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the key identifying the market data value which provides the FX forward points.

getFarLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

Gets the foreign exchange transaction at the later date.

getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the later date.

getFeeLeg() - Method in class com.opengamma.strata.product.credit.Cds

Gets the fee leg.

getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId

Gets the field name in the market data record that contains the market data item, for example market value.

getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId

Gets the field name in the market data record that contains the data.

getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey

Gets the field name in the market data record that is required.

getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey

Gets the field name in the market data record that is required.

getFilter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Gets the filter that decides whether the perturbation should be applied to a piece of market data.

getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the final stub if it exists.

getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in final stub, optional.

getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the first element in this pair.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first delivery date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first notice date.

getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the first schedule period.

getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the first rate of the first regular reset period, optional.

getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.

getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the fixed curve.

getFixedDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the fixed leg day count convention for underlying swap instrument points on the curve.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the fixed leg.

getFixedPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the payment periodic frequency for the fixed leg of any underlying swap instruments.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the fixed interest rate to be paid.

getFixedRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the fixed rate for the fixing date, optional.

getFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation

Gets the fixed rate to use in the stub.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the fixing calendar of the index.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the calendar that the index uses.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the fixing calendar of the index.

getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the fixing date to query the rate for.

getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the underlying future last trading or fixing date.

getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the fixing date that was looked up on the curve.

getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the fixing date that was looked up on the curve.

getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the applicable fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the fixing date to use to determine a rate for the reset period.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the date of the FX reset fixing.

getFixingDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the date of the FX reset fixing.

getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the offset of the FX reset fixing date from each adjusted accrual date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the base date that each fixing is made relative to, optional with defaulting getter.

getFixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the monthly time-series of fixings.

getFixings() - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the time-series of fixings for the index.

getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Gets the list of fixings.

getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Gets the floating rate of interest.

getFloatingRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the floating rate of interest.

getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional floorlet strike.

getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the optional floor schedule.

getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the forecast value of the cash flow.

getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the formatter to use to convert this type into a string.

getForward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the underlying forward rate.

getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the underlying swap forward rate.

getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the underlying swap forward rate.

getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup

Gets the forward curves in the group, keyed by index.

getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the FpML root element.

getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

Gets the fraction of the smallest decimal place to round to.

getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the periodic frequency of the schedule period.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the regular periodic frequency to use.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the periodic frequency used when building the schedule.

getFunctionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the arguments used when creating functions.

getFunctionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the functions in the group, keyed by the measure they calculate.

getFunctionGroup() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns the function group.

getFutureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the expiry date of the underlying future.

getFutureIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

getFutureIndex() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Returns the index on which the underlying future is based.

getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the underlying future price.

getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the underlying future price.

getFutureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the index on which the underlying future fixes.

getFutureSecurityId() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Returns the ID on which the underlying future is based.

getFutureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the ID of the underlying future.

getFxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Gets the underlying FX forward rates.

getFxForwardRates() - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the underlying FX forward rates.

getFxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the provider of FX rates.

getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the FX reset definition, optional.

getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the FX reset definition, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the gearing multiplier, defaulted to 1.

getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the column header.

getHolidayCalendar() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the applicable holiday calendar for any instruments.

getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the set of holiday dates.

getId() - Method in class com.opengamma.strata.product.TradeInfo

Gets the primary identifier for the trade, optional.

getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Returns an object used to identify the parameter so it can be referenced when creating scenarios.

getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the identifier, which is the year-month.

getIdentifier() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

Returns 'Empty'.

getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

getIdentifier() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Returns an object used to identify the parameter so it can be referenced when creating scenarios.

getIdForKey(K) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping

Returns a market data ID which uniquely identifies the piece of market data referred to by the key.

getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a market data ID which uniquely identifies the piece of market data referred to by the key.

getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping

getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

getIdForKey(IborIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

getIdForKey(OvernightIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

getIdForKey(SwaptionVolatilitiesKey) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Gets the market data ID for an item of observable market data given its key.

getIndex() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

Gets the curve index.

getIndex() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

Gets the index of the curve.

getIndex() - Method in interface com.opengamma.strata.market.id.IndexCurveId

Returns the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId

Gets the index.

getIndex() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Gets the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

Gets the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

Gets the Ibor index of the volatilities that are required.

getIndex() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

Gets the index of the curve that is required.

getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey

Gets the index of the market data that is required.

getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

Gets the index of the curve that is required.

getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

Gets the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

Gets the Ibor index of the volatilities that are required.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the index of the FX for which the sensitivity is computed.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the index on which the underlying future fixes.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the index of the curve for which the sensitivity is computed.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the index of the curve for which the sensitivity is computed.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the index of the curve for which the sensitivity is computed.

getIndex() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the index that the values are for.

getIndex() - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the FX index.

getIndex() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the Ibor index of the underlying future.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Gets the swap index of the leg.

getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.Fra

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Gets the index defining the FX rate to observe on the fixing date.

getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the index defining the FX rate to observe on the fixing date.

getIndex() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the underlying Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the index of prices.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Gets the index of prices.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the FX index used to obtain the FX reset rate.

getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the FX index used to obtain the FX reset rate.

getIndex() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the FX index used to obtain the FX reset rate.

getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the index of prices.

getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swap.StubCalculation

Gets the Ibor index to be used for the stub.

getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the Overnight index.

getIndexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the CDS index series version identifier.

getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the forward curves, defaulted to an empty map.

getIndexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the CDS index identifier, such as a RED pair code.

getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra

Gets the second Ibor index to be used for linear interpolation, optional.

getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation

Gets the second Ibor index to be used for the stub, linearly interpolated.

getIndexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.

getIndexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the CDS index series identifier.

getIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Gets the indices for which the curve provides forward rates.

getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets curve information of a specific type.

getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the additional curve information.

getInitialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the initial price of the option, represented in decimal form.

getInitialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the initial price of the future, represented in decimal form.

getInitialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

Gets the initial price of the future, represented in decimal form.

getInitialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

Gets the initial price of the future, represented in decimal form.

getInitialPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the initial price of the option, represented in decimal form.

getInitialPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the initial price of the future, represented in decimal form.

getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the initial stub if it exists.

getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in initial stub, optional.

getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the initial value.

getInterest() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Gets the accrued interest.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the interpolator.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the interpolator used to find points on the curve.

getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the underlying interpolator.

getItems() - Method in class com.opengamma.strata.calc.runner.Results

Gets the results, with results for each target grouped together, ordered by column.

getItems() - Method in class com.opengamma.strata.collect.result.Failure

Gets the set of failure items.

getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the inverse Jacobian matrix produced during curve calibration.

getKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

Gets the key identifying the market data required for the calculation.

getKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

Gets a market data key identifying market data required for a calculation.

getKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

Gets the market data key identifying the quote.

getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the label that describes the node, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the label that describes the node, defaulted to the year-month.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.option.Strike

Gets a label describing the strike.

getLabel() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

getLabel() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Gets the label that describes the node.

getLabel() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Gets the label that describes the parameter.

getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the positive period between the price index and the accrual date, typically a number of months.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last notice date.

getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the last schedule period.

getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional end date of the last regular schedule period, which is the start date of the final stub.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the last date of trading.

getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the latest date contained in this time-series.

getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the latest date contained in this time-series.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ExpandedSwap

Gets the first pay or receive leg of the swap.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay or receive leg of the swap.

getLegalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the legal entity group.

getLegalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the legal entity group.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the legal entity identifier.

getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Returns the pricer used to price the legs.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ExpandedSwap

Gets the legs of the swap with the specified type.

getLegs() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

Gets the legs of the swap.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap with the specified type.

getLegs() - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap.

getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the string form of the locator.

getLongIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Gets the longer Ibor index.

getLongShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets whether the option is long or short.

getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the map of explanatory values.

getMappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

Gets the single set of mappings.

getMappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Gets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.

getMappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Gets the market data filters and perturbations that define the scenarios.

getMarketData() - Method in class com.opengamma.strata.market.curve.CurveInputs

Gets the market data.

getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId

Gets the market data feed used when looking up the underlying market quotes for the rate.

getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId

Gets the market data feed from which the market data should be retrieved.

getMarketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.

getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

Gets the market data feed used to source any quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

Gets the market data feed used to source any quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId

Gets the market data feed which provides quotes used to build curves in the group.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId

Gets the market data feed providing the market quotes.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId

Gets the market data feed from which the market data should be retrieved.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId

Gets the market data feed from which the market data should be retrieved.

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction

Returns the type of market data ID this function can handle.

getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter

Returns the type of market data ID handled by this filter.

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

getMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey

Gets the market data key identifying the market data value.

getMarketDataKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

getMarketDataKeyType() - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping

Throws UnsupportedOperationException as this method should never be called.

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

getMarketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the rules defining what market data should be used in each calculation.

getMarketDataRules() - Method in class com.opengamma.strata.calc.Column

Gets the market data rules that apply to this column in addition to the default rules.

getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId

getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the type of the market data value used in each scenario.

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId

Gets the type of market data that is being identified.

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey

Gets the type of market data identified by the key.

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey

getMarketDataType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getMarketDataType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Gets the type of market data handled by this mapping.

getMarketDataType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

getMarketDataType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId

getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId

getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveGroupKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveInputsKey

getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

getMarketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Gets the market data that was successfully built.

getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the adjustment applied to the fixing date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Gets the maximum number of steps for the root finder.

getMeasure(CalculationTarget) - Method in class com.opengamma.strata.calc.Column

Returns the measure displayed in the column for the target.

getMeasure(CalculationTarget) - Method in interface com.opengamma.strata.calc.ColumnDefinition

Returns the measure displayed in the column for the target

getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the measure.

getMessage() - Method in class com.opengamma.strata.collect.result.Failure

Gets the error message associated with the failure.

getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the error message associated with the failure.

getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the curve metadata.

getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the surface metadata.

getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the surface metadata.

getMinimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the minimum period between the value date and the first future.

getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the number of digits in the minor unit.

getModel() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Returns a Hull-White one-factor model.

getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the value used to modify the base value.

getMoneyMarketDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the day count convention for underlying money market instrument points on the curve.

getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.DateSequence

Gets the name that uniquely identifies this sequence.

getName() - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the name that uniquely identifies this calendar.

getName() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the calendar name.

getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.

getName() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the name that uniquely identifies this index.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the FX index name.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the index name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the index name, such as 'GBP-SONIA'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the index name, such as 'GB-HICP'.

getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.calc.Column

Returns the column name

getName() - Method in interface com.opengamma.strata.calc.ColumnDefinition

Returns the column name

getName() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the name of this function group.

getName() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element name.

getName() - Method in interface com.opengamma.strata.collect.named.Named

Gets the unique name of the instance.

getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.CurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

getName() - Method in class com.opengamma.strata.market.id.CurveGroupId

Gets the name of the curve group.

getName() - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Gets the name that uniquely identifies this extrapolator.

getName() - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Gets the name that uniquely identifies this interpolator.

getName() - Method in class com.opengamma.strata.market.key.CurveGroupKey

Gets the name of the curve group.

getName() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface name.

getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention name, such as 'USD-European'.

getName() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the convention name, such as 'GBP-Deposit'.

getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.

getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the index name.

getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the convention name.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.UnitSecurity

Gets the name of the security, defaulted to an empty string.

getNearLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

Gets the foreign exchange transaction at the earlier date.

getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the earlier date.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the negative rate method, defaulted to 'AllowNegative'.

getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Finds the next CDS date after the specified date.

getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Finds the next CDS index roll date after the specified date.

getNodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Gets the index of the node to shift.

getNodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Gets indices of each curve node, keyed by an object identifying the node.

getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the nodes in the curve.

getNodes() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the nodes that define the curve.

getNominalPayment() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the nominal payment of the product.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Gets the non-deliverable currency.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the non-deliverable currency.

getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the notional of underlying fixed coupon bonds.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the notional amount, must be nonnegative.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the notional amount used to calculate fee payments.

getNotional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.

getNotional() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.fra.Fra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the notional of the futures.

getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the notional as a CurrencyAmount.

getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod

The notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the notional schedule.

getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the number of nodes.

getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the number of nodes.

getNuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the nu sensitivity.

getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns a key identifying the market quote for an observable FX rate.

getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getObservableValues(Set<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets a map of observable market data values for a set of IDs.

getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the curve order.

getOurPartyHrefId() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets our party href/id reference.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Gets the currencies used in the calculation results.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets the currencies in the calculation results.

getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first schedule period, overriding normal schedule generation.

getPair() - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the currency pair.

getPair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

Gets the currency pair.

getPair() - Method in class com.opengamma.strata.basics.market.FxRateId

Gets the currency pair that is required.

getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey

Gets the currency pair that is required.

getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameterCount() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the number of parameters in the surface.

getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the number of parameters in the surface.

getParameterCount() - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

getParameterCount() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

getParameterCount() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the number of parameters defining the curve.

getParameterCount() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the number of parameters defining the curve.

getParameterCount() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets metadata about each parameter underlying the curve, optional.

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets metadata about each parameter underlying the surface.

getParameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the log-normal volatility surface.

getParameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the Hull-White model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the normal volatility surface.

getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the SABR model parameters.

getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the par rate at each curve node.

getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the par rate at each curve node.

getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of party identifiers keyed by href/id reference.

getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay leg of the swap.

getPayment() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the upfront fee payment of the bond trade.

getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the payment.

getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the amount of the notional exchange.

getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.

getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Returns the date that the transaction settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the date that the FX settles.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the date that the payment is made.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentEvent

Gets the date that the payment is made.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the date that payment occurs.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the payment date from the start date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Gets the payment events that are associated with the swap leg.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the additional payment events that are associated with the swap leg.

getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the periodic frequency defining when payments are made.

getPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the payment frequency.

getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the payment frequency.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the periodic frequency of payments.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentInterval() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the nominal period between premium payments, such as 3 months or 6 months.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.

getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the periodic payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the payment period schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the payment schedule.

getPayoffCurrency() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the currency on which the payoff occurs.

getPayReceive() - Method in class com.opengamma.strata.basics.currency.Payment

Gets a flag indicating whether the value is to be paid or received.

getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets whether the payment is to be paid or received.

getPayReceive() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets whether the leg is pay or receive.

getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the period to be added.

getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the underlying period of the tenor.

getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the underlying period of the frequency.

getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets a schedule period by index.

getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule period.

getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule

Finds the period end date given a date in the period.

getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the periodic payments of the product.

getPeriodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg

Gets the periodic schedule of payments.

getPeriodicSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the accrual schedule.

getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the index of the schedule period boundary at which the change occurs.

getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the schedule periods.

getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the end date.

getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the far date.

getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the near date.

getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Gets perturbation that should be applied to market data as part of a scenario.

getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the premium paid for the trade.

getPremium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the premium of the swaption.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the style of the option premium.

getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the present value of the cash flow.

getPreviousCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Finds the previous CDS date after the specified date.

getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the price index values, defaulted to an empty map.

getPricingRules() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the rules defining how calculations should be performed.

getPricingRules() - Method in class com.opengamma.strata.calc.Column

Gets the pricing rules that apply to this column in addition to the default rules.

getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the CMS product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the credit default swap that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the Ibor fixing deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the term deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the FRA product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the FX swap product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Gets the FX option product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.ProductTrade

Gets the underlying product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.Security

Gets the product underlying the security.

getProduct() - Method in interface com.opengamma.strata.product.SecurityTrade

Gets the underlying product that was agreed when the trade occurred, throwing an exception if not resolved.

getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the swap product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the swaption product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.UnitSecurity

Gets the product that was agreed when the trade occurred.

getProductId() - Method in class com.opengamma.strata.product.future.GenericFuture

Gets the base product identifier.

getProductId() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the base product identifier.

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

getProductType() - Method in class com.opengamma.strata.product.SecurityLink

Gets the product type.

getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Gets all the key-value properties of this file.

getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the publication frequency of the index.

getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the frequency that the index is published.

getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets whether the option is put or call.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the quantity, indicating the number of option contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the quantity, indicating the number of contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the quantity of the equity that has been traded.

getQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

Gets the quantity, indicating the number of contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

Gets the quantity, indicating the number of contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the quantity, indicating the number of option contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the quantity, indicating the number of future contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the quantity, indicating the number of future contracts in the trade.

getQuotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

Gets the values of the quotes.

getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the range of dates that may be queried.

getRate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Gets the fixed rate of interest.

getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the fixed interest rate to be paid.

getRate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

Gets the fixed rate to be paid.

getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the interest rate to be paid.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the number of digits in the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the key identifying the market data value which provides the price.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the rate to be observed.

getReason() - Method in class com.opengamma.strata.collect.result.Failure

Gets the reason associated with the failure.

getReason() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the reason associated with the failure.

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Gets the currency amount in which the amount is received.

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the currency amount in which the amount is received.

getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first receive leg of the swap.

getRecoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

Gets the recovery rate.

getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the currency counter to the reference currency.

getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the currency counter to the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the currency of the notional amount defined in the contract.

getReferenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the date to query the rate for.

getReferenceEndInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the reference month used for interpolation for the index relative to the accrual end date.

getReferenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the reference month for the index relative to the accrual end date.

getReferenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Gets the reference month for the index relative to the accrual end date.

getReferenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the CDS single-name identifier, such as a RED entity code.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

Gets the information that identifies the index.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

Gets the information that identifies the index.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.product.credit.Cds

Gets the reference against which protection applies.

getReferenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the reference month for the index.

getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the reference map of id to element.

getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of href/id references.

getReferenceStartInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the reference month used for interpolation for the index relative to the accrual start date.

getReferenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the reference month for the index relative to the accrual start date.

getReferenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Gets the reference month for the index relative to the accrual start date.

getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the region of the index.

getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the region that the index is defined for.

getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the regular schedule periods.

getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Gets the relative tolerance for the root finder.

getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the tokens remaining in the expression after evaluation.

getReportingRules() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the rules defining how calculation results should be reported.

getReportingRules() - Method in class com.opengamma.strata.calc.Column

Gets the reporting rules that apply to this column in addition to the default rules.

getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader

Gets the type of report handled by this loader.

getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

getRequirements() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the market data that is required to perform the calculations.

getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the periodic frequency of reset dates.

getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the reset schedule, used when averaging rates, optional.

getRestructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the applicable restructuring.

getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation.

getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the result of evaluating the expression against the object.

getResults() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

Gets the individual results.

getRhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the rho sensitivity.

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to roll dates.

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the roll convention used when building the schedule.

getRollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the roll convention

getRollConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the roll convention.

getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the roll convention.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the root element of this file.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRowCount() - Method in class com.opengamma.strata.calc.runner.Results

Gets the number of rows in the results.

getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

getRowCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of rows in the report table.

getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the row index of the value in the results grid.

getRules() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

Gets the individual rules that make up this set of market data rules.

getRules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

Gets the individual rules that make up this set of pricing rules.

getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the instant at which the report was run.

getRunInstant() - Method in interface com.opengamma.strata.report.Report

Gets the instant at which the report was run, which is independent of the valuation date.

getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the instant at which the report was run.

getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the scaling factor.

getScenarioCount() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

getScenarioCount() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the number of scenarios for which this box contains data.

getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getScenarioCount() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue

Gets the number of scenarios for which this object contains data.

getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

getScenarioCount() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets the number of scenarios.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the number of scenarios.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns the number of scenarios for which this mapping can generate data.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation

Returns the number of scenarios for which this perturbation generates data.

getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

getScenarioCount() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

getScenarioMarketDataType() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey

Gets the type of the object containing the market data for all scenarios.

getScenarioMarketDataType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Gets the names of the scenarios.

getScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the market data value containing data for multiple scenarios.

getScenarioValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getScenarioValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getScenarioValue(ScenarioMarketDataKey<T, U>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets an object containing market data for multiple scenarios.

getScheme() - Method in class com.opengamma.strata.collect.id.StandardId

Gets the scheme that categorizes the identifier value.

getSeasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets describes the seasonal adjustments.

getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the second element in this pair.

getSecurity() - Method in interface com.opengamma.strata.product.SecurityTrade

Gets the security that was traded, throwing an exception if not resolved.

getSecurityLink() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the link to the option that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the link to the future that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the link to the fixed coupon bond that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the link to the equity that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

Gets the link to the future that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

Gets the link to the future that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the link to the option that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the link to the future that was traded.

getSecurityLink() - Method in interface com.opengamma.strata.product.SecurityTrade

Gets the link to the security that was traded.

getSecurityLink() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the link to the future that was traded.

getSeniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the seniority.

getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the immutable list of point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Gets the parameter sensitivities.

getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Gets a single sensitivity instance by name.

getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the point sensitivity value.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the parameter sensitivity values.

getSequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the sequence number of the futures.

getSettleLagDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the settlement lag in days.

getSettleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the settlement lag in days.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Gets the settlement currency.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the settlement currency.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the settlement date, optional.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Gets the settlement notional.

getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSettlement

getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement

Gets the settlement type of swaption.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Gets the amount by which the y-values are shifted.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Gets the amount by which the y-value is shifted.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Gets the amount by which y-values are shifted.

getShiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Gets the amount by which the y-values are shifted.

getShifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Gets the shift to apply to the rates.

getShifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

Gets the shift to apply to the rates.

getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Gets the type of shift applied to the curve rates.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

Gets the type of shift applied to the curve rates.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Gets the type of shift to apply to the y-value.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Gets the type of shift to apply to the y-values of the curve.

getShortIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Gets the shorter Ibor index.

getSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the single market data value used for all scenarios if available.

getSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getSingleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Gets details of failures when building single market data values.

getSingleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Gets keys identifying the market data values required for the calculations.

getSpotDateAsOf(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Apply the spot days settlement lag and adjust using the conventions

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDays() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the spot day settlement lag for any underlying swap instruments.

getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the spread rate, with a 5% rate expressed as 0.05, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the spread rate, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the spread rate, defaulted to 0.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the spread curve.

getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the key identifying the market data value which provides the spread.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the fixed leg for the spread.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the spread leg.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets stack trace where the failure occurred.

getStandardId() - Method in interface com.opengamma.strata.basics.index.Index

Returns the standard identifier of the index.

getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId

Gets the standard identifier identifying the data.

getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey

Gets the standard identifier identifying the data.

getStandardId() - Method in interface com.opengamma.strata.collect.id.Link

Gets the identifier of the target.

getStandardId() - Method in class com.opengamma.strata.collect.id.StandardId

Gets the standard identifier, which simply returns this.

getStandardId() - Method in interface com.opengamma.strata.collect.id.StandardIdentifiable

Gets the standard identifier for the instance.

getStandardId() - Method in class com.opengamma.strata.collect.id.StandardLink

getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId

getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId

Gets the ID of the data, typically an ID from an external data provider.

getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey

getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey

Gets the ID of the market data that is required, typically an ID from an external data provider.

getStandardId() - Method in interface com.opengamma.strata.product.Security

The primary standard identifier for the security.

getStandardId() - Method in class com.opengamma.strata.product.SecurityLink

Gets the identifier of the security.

getStandardId() - Method in class com.opengamma.strata.product.UnitSecurity

Gets the primary standard identifier for the security.

getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Gets the start date, inclusive.

getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the start date, which is the start of the first schedule period.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the start date of this period, used for financial calculations such as interest accrual.

getStartDate() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets the start date of the product.

getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.credit.Cds

Gets the first date of the term of the trade.

getStartDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the date that the CDS nominally starts in terms of premium payments.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the first date in the fixing period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the first date in the fixing period.

getStartDate() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the start date of the leg.

getStartDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the start date of the swap.

getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the start date of the leg.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStepInDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the number of step-in days.

getStepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the number of step-in days.

getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the steps defining the change in the value.

getStrike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the option strike rate.

getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the swaption strike rate.

getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the swaption strike rate.

getStrike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the strike of the option.

getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the strike price, represented in decimal form.

getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to handle stubs.

getStubConvention() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the stub convention to use.

getStubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the stub convention to use.

getStubConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the stub convention.

getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the stub convention.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getSurface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the normal volatility surface.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the surface name.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the surface name.

getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the surface name.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Gets the swap pricer.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Gets the swap pricer.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Gets settlement method.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets settlement method.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the target of the calculation, often a trade.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the target.

getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the targets that will be calculated.

getTargetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the type of the calculation target handled by the functions in the group.

getTargetType() - Method in interface com.opengamma.strata.collect.id.Link

Gets the target type.

getTargetType() - Method in class com.opengamma.strata.collect.id.StandardLink

getTargetType() - Method in class com.opengamma.strata.product.SecurityLink

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Gets the type against which tokens can be evaluated in this implementation.

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

getTargetTypeToken() - Method in interface com.opengamma.strata.collect.id.Link

Gets the target type token.

getTargetTypeToken() - Method in class com.opengamma.strata.product.SecurityLink

getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner

Gets the underlying task runner.

getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the tasks that perform the individual calculations.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the template for the FRA associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the template for the FX Swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the template for the Ibor fixing deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the template for the Ibor Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the template for the term deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the template for creating Fixed-Ibor swap.

getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the template for creating Fixed-Ibor swap.

getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the tenor to be added.

getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the tenor of the index.

getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the tenor of the index.

getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the tenor of the index, which is always one day.

getTenor() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the tenor of the index.

getTenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the tenor of the instrument behind the curve node.

getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Gets the tenor of the surface node.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the tenor of the swap.

getThird() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the third element in this pair.

getTickSize() - Method in class com.opengamma.strata.product.future.GenericFuture

Gets the size of each tick.

getTickSize() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the size of each tick.

getTickValue() - Method in class com.opengamma.strata.product.future.GenericFuture

Gets the monetary value of one tick.

getTickValue() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the monetary value of one tick.

getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

getTimeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Gets the time-series.

getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData

Gets the time-series identified by the specified key, empty if not found.

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets the time-series identified by the specified key, empty if not found.

getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets the time-series identified by the specified key, empty if not found.

getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the time series of market data values required for the calculations.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the time series of market data values, keyed by ID.

getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets details of failures when building time series of market data values.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Gets details of failures when building time series of market data values.

getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Gets keys identifying the time series of market data values required for the calculations.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the total number of parameters in the group.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of parameters.

getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Gets total weight of all the fixings in this observation.

getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade date, optional.

getTradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in interface com.opengamma.strata.product.FinanceTrade

The additional trade information.

getTradeInfo() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the additional trade information, defaulted to an empty instance.

getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements

Gets the trade-level measure requirements.

getTradePrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the trade price of the future.

getTrades() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the trades on which the results are calculated.

getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time, optional.

getTradeType() - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure

Gets the trade type of the calibrator.

getTradeType() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

getTradeTypes() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Gets the supported trade types.

getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the preferred triangulation currency.

getType() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Gets the type of the index.

getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the type of adjustment to make.

getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.market.option.DeltaStrike

getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.SimpleStrike

getType() - Method in interface com.opengamma.strata.market.option.Strike

Gets the type of the strike.

getType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the type of the reference.

getType() - Method in interface com.opengamma.strata.product.credit.ReferenceInformation

Gets the type of the underlying.

getType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the type of the reference.

getType() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getTyped(ReferenceDataId) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Gets the typed reference data for the specified identifier.

getTypedValues() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

Gets the typed reference data values by identifier.

getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the unadjusted date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted end date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted start date.

getUnderlying() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the underlying bond future that was traded, throwing an exception if not resolved.

getUnderlying() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the underlying future that was traded, throwing an exception if not resolved.

getUnderlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the underlying foreign exchange transaction.

getUnderlying() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the underlying Ibor future that was traded, throwing an exception if not resolved.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Gets the underlying swap.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the underlying swap.

getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Gets the underlying curve.

getUnderlyingLink() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the link to the underlying future.

getUnderlyingLink() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the link to the underlying future.

getUnderlyingLink() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the link to the underlying future.

getUnderlyingQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the quantity of the underlying future that the option refers to, defaulted to 1.

getUnderlyingSecurity() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the underlying bond future security that was traded, throwing an exception if not resolved.

getUnderlyingSecurity() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Gets the underlying future security that was traded, throwing an exception if not resolved.

getUnderlyingSecurity() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the underlying Ibor future security that was traded, throwing an exception if not resolved.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the underlying swap.

getUnits() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the units supported by a tenor.

getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the unit of this periodic frequency.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg

Gets the upfront fee.

getUpfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the upfront fee amount, optional.

getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets the upfront fee date, optional.

getValuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Gets the valuation date associated with the market data.

getValuationDate() - Method in interface com.opengamma.strata.basics.market.MarketData

Gets the valuation date of the market data.

getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets a box that can provide the valuation date of each scenario.

getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets a box that can provide the valuation date of each scenario.

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the valuation date associated with the data.

getValuationDate() - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

getValuationDate() - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

getValuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.market.view.FxForwardRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.report.Report

Gets the valuation date of the results driving the report.

getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the valuation date.

getValuationDateTime() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the valuation date.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the valuation date-time.

getValue(int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns the FX rate for a scenario.

getValue() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData

Gets the market data value identified by the specified key.

getValue(int) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the market data value associated with the specified scenario.

getValue(ReferenceDataId, Class<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Gets the reference data value for the specified identifier and type.

getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Gets the market data value which provides data for multiple scenarios.

getValue(int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue

Gets the market data value associated with the specified scenario.

getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

getValue(int) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Gets the market data value used in all scenarios.

getValue(Class<T>) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData

Gets the reference data value for the specified type.

getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the value of the variable.

getValue() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the value representing the change that occurs.

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets a box that can provide an item of market data for a scenario.

getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets a box that can provide an item of market data for a scenario.

getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

getValue() - Method in class com.opengamma.strata.collect.id.StandardId

Gets the value of the identifier within the scheme.

getValue() - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.

getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the value.

getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike

Gets the value of absolute delta.

getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

Gets the value of log-moneyness.

getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike

Gets the value of moneyness.

getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike

Gets the value of strike.

getValue() - Method in interface com.opengamma.strata.market.option.Strike

Gets the value of the strike.

getValue(int) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the reference to a value to display in this column.

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets details of failures when building single market data values.

getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.

getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.

getValues() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Gets the market data values.

getValues() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

Gets the reference data values by type.

getValues() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

Gets the market data values, one for each scenario.

getValues() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the individual items of market data, keyed by ID.

getValues() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Gets the currency values.

getValues() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

Gets the currency values.

getValues(Currency) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns the values for the specified currency, throws an exception if there are no values for the currency.

getValues() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Gets the currency values, keyed by currency.

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Returns the normal volatility.

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Calculates the Black volatility.

getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Returns the normal volatility.

getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the set of weekend days.

getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the weight to apply to this fixing.

getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the positive weight used when interpolating.

getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known x-values of the curve.

getXValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known x-values of the surface.

getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the year fraction that the accrual period represents.

getYearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the year-month of the instrument behind the curve node.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets yield convention.

getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the instrument type at each curve node.

getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the tenor at each curve node.

getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known y-values of the curve.

getYValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known y-values of the surface.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getZone() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time-zone, optional.

getZValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of z-values, one for each point.

getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known z-values of the surface.

getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the z-values of the curve.

getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the z-value type, providing meaning to the z-values of the curve.

GR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GR' - Greece.

Guavate - Class in com.opengamma.strata.collect

Utilities that help bridge the gap between Java 8 and Google Guava.

H

HalfUpRounding - Class in com.opengamma.strata.basics.value

Standard implementation of Rounding that uses the half-up convention.

HalfUpRounding.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for HalfUpRounding.

hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if the element has content.

hashCode() - Method in class com.opengamma.strata.basics.currency.Currency

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix

hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate

hashCode() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

hashCode() - Method in class com.opengamma.strata.basics.currency.Payment

hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate

hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.Tenor

Returns a suitable hash code for the tenor.

hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

hashCode() - Method in class com.opengamma.strata.basics.index.FloatingRateName

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

hashCode() - Method in class com.opengamma.strata.basics.location.Country

Returns a suitable hash code for the country.

hashCode() - Method in class com.opengamma.strata.basics.market.FxRateId

hashCode() - Method in class com.opengamma.strata.basics.market.FxRateKey

hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

hashCode() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency

Returns a suitable hash code for the periodic frequency.

hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

hashCode() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule

hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep

hashCode() - Method in class com.opengamma.strata.calc.CalculationRules

hashCode() - Method in class com.opengamma.strata.calc.Column

hashCode() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

hashCode() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

hashCode() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

hashCode() - Method in class com.opengamma.strata.calc.config.FunctionConfig

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

hashCode() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

hashCode() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

hashCode() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

hashCode() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

hashCode() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

hashCode() - Method in class com.opengamma.strata.calc.runner.Results

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

hashCode() - Method in class com.opengamma.strata.collect.id.StandardId

Returns a suitable hash code, based on the scheme and value.

hashCode() - Method in class com.opengamma.strata.collect.id.StandardLink

hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile

Returns a suitable hash code for the CSV file.

hashCode() - Method in class com.opengamma.strata.collect.io.IniFile

Returns a suitable hash code for the INI file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns a suitable hash code for the property set.

hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Returns a suitable hash code for the locator.

hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.result.Failure

hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem

hashCode() - Method in class com.opengamma.strata.collect.result.Result

hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

A hash code for this point.

hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple

hashCode() - Method in class com.opengamma.strata.collect.type.TypedString

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

hashCode() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows

hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts

hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

hashCode() - Method in class com.opengamma.strata.market.curve.CurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

hashCode() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap

hashCode() - Method in class com.opengamma.strata.market.id.CurveGroupId

hashCode() - Method in class com.opengamma.strata.market.id.CurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.DiscountCurveId

hashCode() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

hashCode() - Method in class com.opengamma.strata.market.id.IndexRateId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

hashCode() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

hashCode() - Method in class com.opengamma.strata.market.id.QuoteId

hashCode() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.market.key.CurveGroupKey

hashCode() - Method in class com.opengamma.strata.market.key.CurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.IndexRateKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.QuoteKey

hashCode() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

hashCode() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike

hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike

hashCode() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

hashCode() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

hashCode() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

hashCode() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

hashCode() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

hashCode() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

hashCode() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

hashCode() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

hashCode() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

hashCode() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

hashCode() - Method in class com.opengamma.strata.product.cms.Cms

hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg

hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod

hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade

hashCode() - Method in class com.opengamma.strata.product.cms.ExpandedCms

hashCode() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

hashCode() - Method in class com.opengamma.strata.product.credit.Cds

hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.ExpandedCds

hashCode() - Method in class com.opengamma.strata.product.credit.FeeLeg

hashCode() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

hashCode() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

hashCode() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.equity.Equity

hashCode() - Method in class com.opengamma.strata.product.equity.EquityTrade

hashCode() - Method in class com.opengamma.strata.product.fra.ExpandedFra

hashCode() - Method in class com.opengamma.strata.product.fra.Fra

hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade

hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

hashCode() - Method in class com.opengamma.strata.product.future.GenericFuture

hashCode() - Method in class com.opengamma.strata.product.future.GenericFutureOption

hashCode() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

hashCode() - Method in class com.opengamma.strata.product.index.IborFuture

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.IborRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

hashCode() - Method in class com.opengamma.strata.product.SecurityLink

hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

hashCode() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

hashCode() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.FxReset

hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange

hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.StubCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.Swap

hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swaption.CashSettlement

hashCode() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption

hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

hashCode() - Method in class com.opengamma.strata.product.TradeInfo

hashCode() - Method in class com.opengamma.strata.product.UnitSecurity

hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

hashCode() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults

hashCode() - Method in class com.opengamma.strata.report.ReportRequirements

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets the column header.

header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the header property.

headers() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets the header row.

headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series, choosing the earliest entries.

HK - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'HK' - Hong Kong.

HKD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HKD' - Hong Kong Dollar.

HolidayCalendar - Interface in com.opengamma.strata.basics.date

A holiday calendar, classifying dates as holidays or business days.

HolidayCalendars - Class in com.opengamma.strata.basics.date

Constants and implementations for standard holiday calendars.

holidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the holidays property.

HREF - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument

The 'href' attribute key.

HRK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HRK' - Croatian Kuna.

HU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'HU' = Hungary.

HUF - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HUF' = Hugarian Forint.

HullWhiteIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future products.

HullWhiteIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Creates an instance.

HullWhiteIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future trades.

HullWhiteIborFutureTradePricer(HullWhiteIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Creates an instance.

HullWhiteOneFactorPiecewiseConstantParametersProvider - Class in com.opengamma.strata.pricer.index

Hull-White one factor model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta - Class in com.opengamma.strata.pricer.index

The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.

HullWhiteSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.

HullWhiteSwaptionPhysicalProductPricer(PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Creates an instance.

HullWhiteSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.

HullWhiteSwaptionPhysicalTradePricer() - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

I

IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for IborFixingDepositTrade using par spread discounting.

IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for IborFutureTrade using par spread discounting.

IborAveragedFixing - Class in com.opengamma.strata.product.rate

A single fixing of an index that is observed by IborAveragedRateObservation.

IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for IborAveragedFixing.

IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborAveragedFixing.

IborAveragedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.

IborAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for IborAveragedRateObservation.

IborAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborAveragedRateObservation.

IborFixingDeposit - Class in com.opengamma.strata.product.deposit

An Ibor fixing deposit.

IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for IborFixingDeposit.

IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for IborFixingDeposit.

IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type

A convention for Ibor fixing deposit trades.

IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor fixing deposit.

IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFixingDepositCurveNode.

IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFixingDepositCurveNode.

IborFixingDepositProduct - Interface in com.opengamma.strata.product.deposit

A product representing a Ibor fixing deposit.

IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type

A template for creating an Ibor fixing deposit trade.

IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for IborFixingDepositTemplate.

IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for IborFixingDepositTemplate.

IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in an Ibor fixing deposit.

IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for IborFixingDepositTrade.

IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for IborFixingDepositTrade.

IborFuture - Class in com.opengamma.strata.product.index

A futures contract, based on an Ibor index.

IborFuture.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFuture.

IborFuture.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFuture.

IborFutureBucketedPv01Function - Class in com.opengamma.strata.function.calculation.index

Calculates the bucketed PV01, the present value curve parameter sensitivity of a IborFutureTrade.

IborFutureBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureBucketedPv01Function

IborFutureConvention - Interface in com.opengamma.strata.product.index.type

A market convention for Ibor Future trades.

IborFutureConventions - Class in com.opengamma.strata.product.index.type

Market standard Ibor future conventions.

IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor Future.

IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFutureCurveNode.

IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFutureCurveNode.

IborFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.index

Contains function groups for built-in Ibor Future calculation functions.

IborFutureOption - Class in com.opengamma.strata.product.index

A futures option contract, based on an Ibor index.

IborFutureOption(IborFutureOption.Builder) - Constructor for class com.opengamma.strata.product.index.IborFutureOption

Restricted constructor.

IborFutureOption.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOption.

IborFutureOption.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOption.

IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for Ibor future option products with daily margin.

IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer

Creates an instance.

IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index

Pricer for Ibor future option trades with daily margin.

IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Creates an instance.

IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to an implied volatility for a Ibor future option model.

IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for IborFutureOptionSensitivity.

IborFutureOptionTrade - Class in com.opengamma.strata.product.index

A trade representing an option on a futures contract based on an Ibor index.

IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOptionTrade.

IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOptionTrade.

IborFutureParSpreadFunction - Class in com.opengamma.strata.function.calculation.index

Calculates the par spread of a IborFutureTrade for each of a set of scenarios.

IborFutureParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureParSpreadFunction

IborFutureProvider - Interface in com.opengamma.strata.pricer.index

Data provider for for model parameters related to Ibor futures and their options.

IborFuturePv01Function - Class in com.opengamma.strata.function.calculation.index

Calculates PV01, the present value sensitivity of a IborFutureTrade.

IborFuturePv01Function() - Constructor for class com.opengamma.strata.function.calculation.index.IborFuturePv01Function

IborFuturePvFunction - Class in com.opengamma.strata.function.calculation.index

Calculates the present value of a IborFutureTrade for each of a set of scenarios.

IborFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFuturePvFunction

IborFutureTemplate - Class in com.opengamma.strata.product.index.type

A template for creating an Ibor Future trade.

IborFutureTemplate.Builder - Class in com.opengamma.strata.product.index.type

The bean-builder for IborFutureTemplate.

IborFutureTemplate.Meta - Class in com.opengamma.strata.product.index.type

The meta-bean for IborFutureTemplate.

IborFutureTrade - Class in com.opengamma.strata.product.index

A trade representing a futures contract based on an Ibor index.

IborFutureTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureTrade.

IborFutureTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureTrade.

IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Ibor-Ibor swap trades.

IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Ibor-Ibor swap conventions.

IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Ibor-Ibor interest rate swap.

IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborIborSwapCurveNode.

IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborIborSwapCurveNode.

IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Ibor-Ibor swap trades.

IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for IborIborSwapTemplate.

IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for IborIborSwapTemplate.

IborIndex - Interface in com.opengamma.strata.basics.index

An inter-bank lending rate index, such as Libor or Euribor.

iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Ibor index forward curve to the provider.

iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an index forward curve to the provider with associated time-series.

IborIndexCurveId - Class in com.opengamma.strata.market.id

A market data ID identifying the forward curve for an IborIndex.

IborIndexCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IborIndexCurveId.

IborIndexCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the forward curve for an Ibor index.

IborIndexCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IborIndexCurveKey.

IborIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping that accepts a IborIndexCurveKey and returns an IborIndexCurveId with the name of the curve group that is the source of the curve.

IborIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for IborIndexCurveMapping.

IborIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds a Curve representing the forward curve of an Ibor index.

IborIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

iborIndexRates(IborIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

IborIndexRates - Interface in com.opengamma.strata.market.view

Provides access to rates for an Ibor index.

iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an Ibor index.

IborIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard Ibor indices.

IborInterpolatedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate of interest interpolated from two Ibor indices.

IborInterpolatedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for IborInterpolatedRateObservation.

IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborInterpolatedRateObservation.

IborRateAveragingMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to average floating rates.

IborRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a floating rate swap leg based on an Ibor index.

IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for IborRateCalculation.

IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for IborRateCalculation.

IborRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate of interest from a single Ibor index.

IborRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for IborRateObservation.

IborRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborRateObservation.

IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a rate from an Ibor index curve.

IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for IborRateSensitivity.

IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Ibor index.

IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for IborRateSwapLegConvention.

IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for IborRateSwapLegConvention.

ID - Static variable in class com.opengamma.strata.basics.location.Country

The country 'ID' - Indonesia.

ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument

The 'id' attribute key.

id(StandardId) - Method in class com.opengamma.strata.product.TradeInfo.Builder

Sets the primary identifier for the trade, optional.

id() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the id property.

IdentifiableBean - Interface in com.opengamma.strata.collect.id

Provides uniform access to beans that can supply a standard identifier.

identifiers() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

identifiers() - Method in interface com.opengamma.strata.basics.market.ReferenceData

Gets the available identifiers.

identity() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping

Returns a mapping that always returns the ID that is passed in.

identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an identity matrix.

idForFeed(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping

Returns an observable ID that can be used for looking up the market data in a market data feed if there is a mapping defined for the ID argument.

idForFeed(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping

IDR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'IDR' = Indonesian Rupiah.

ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets whether to ignore failures, or report the errors.

ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the ignoreFailures property.

IL - Static variable in class com.opengamma.strata.basics.location.Country

The country 'IL' - Israel.

ILS - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ILS' = Israeli Shekel.

IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMM' roll convention which adjusts the date to the third Wednesday.

IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.

IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.

ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type

A market convention for credit default swap (CDS) trades.

ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type

The bean-builder for ImmutableCdsConvention.

ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type

The meta-bean for ImmutableCdsConvention.

ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Ibor swap trades.

ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableFixedIborSwapConvention.

ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableFixedIborSwapConvention.

ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableFixedOvernightSwapConvention.

ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableFixedOvernightSwapConvention.

ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type

A market convention for forward rate agreement (FRA) trades.

ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type

The bean-builder for ImmutableFraConvention.

ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type

The meta-bean for ImmutableFraConvention.

ImmutableFxIndex - Class in com.opengamma.strata.basics.index

A foreign exchange index implementation based on an immutable set of rules.

ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableFxIndex.

ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableFxIndex.

ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type

A market convention for FX swap trades

ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type

The bean-builder for ImmutableFxSwapConvention.

ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type

The meta-bean for ImmutableFxSwapConvention.

ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date

A holiday calendar implementation based on an immutable set of holiday dates and weekends.

ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for ImmutableHolidayCalendar.

ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type

A convention for Ibor fixing deposit trades.

ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for ImmutableIborFixingDepositConvention.

ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for ImmutableIborFixingDepositConvention.

ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type

A market convention for Ibor Future trades.

ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type

The bean-builder for ImmutableIborFutureConvention.

ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type

The meta-bean for ImmutableIborFutureConvention.

ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Ibor-Ibor swap trades.

ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableIborIborSwapConvention.

ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableIborIborSwapConvention.

ImmutableIborIndex - Class in com.opengamma.strata.basics.index

An Ibor index implementation based on an immutable set of rules.

ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableIborIndex.

ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableIborIndex.

ImmutableMarketData - Class in com.opengamma.strata.basics.market

An immutable set of market data

ImmutableMarketData.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for ImmutableMarketData.

ImmutableMarketDataBuilder - Class in com.opengamma.strata.basics.market

A mutable builder for instances of ImmutableMarketData.

ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index

An overnight index, such as Sonia or Eonia.

ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableOvernightIndex.

ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableOvernightIndex.

ImmutablePriceIndex - Class in com.opengamma.strata.basics.index

A price index implementation based on an immutable set of rules.

ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutablePriceIndex.

ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutablePriceIndex.

ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate

The default immutable rates provider, used to calculate analytic measures.

ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for ImmutableRatesProvider.

ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate

Builder for the immutable rates provider.

ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.calibration

Generates a rates provider based on an existing provider.

ImmutableReferenceData - Class in com.opengamma.strata.basics.market

An immutable set of reference data

ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for ImmutableReferenceData.

ImmutableSwapIndex - Class in com.opengamma.strata.product.swap

A swap index implementation based on an immutable set of rules.

ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ImmutableSwapIndex.

ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ImmutableSwapIndex.

ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type

A market convention for term deposit trades.

ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for ImmutableTermDepositConvention.

ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for ImmutableTermDepositConvention.

ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for three leg basis swap trades.

ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableThreeLegBasisSwapConvention.

ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableThreeLegBasisSwapConvention.

ImmutableTypedReferenceData - Class in com.opengamma.strata.basics.market

An immutable set of typed reference data

ImmutableTypedReferenceData.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for ImmutableTypedReferenceData.

ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for cross-currency Ibor-Ibor swap trades.

ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableXCcyIborIborSwapConvention.

ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableXCcyIborIborSwapConvention.

impliedVolatility(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the implied Black volatility of the foreign exchange vanilla option product.

impliedVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Computes the implied volatility of the swaption.

impliedVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Computes the implied volatility of the swaption.

impliedVolatilityFromPresentValue(SwaptionProduct, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Computes the implied normal volatility from the present value of a swaption.

impliedVolatilityFromPresentValue(SwaptionProduct, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Computes the implied normal volatility from the present value of a swaption.

IN - Static variable in class com.opengamma.strata.basics.location.Country

The country 'IN' - India.

Index - Interface in com.opengamma.strata.basics.index

An index of values, such as LIBOR, FED FUND or daily exchange rates.

index() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

The meta-property for the index property.

INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index, such as an Ibor or Overnight index.

index() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the Ibor index of the underlying future.

index() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the index property.

index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the swap index.

index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the index property.

index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the swap index.

index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

Sets the index defining the FX rate to observe on the fixing date.

index() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the index defining the FX rate to observe on the fixing date.

index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the underlying Ibor index.

index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

The meta-property for the index property.

index(PriceIndex) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Sets the index of prices.

index() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the index property.

index(PriceIndex) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

Sets the index of prices.

index() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

Sets the FX index used to obtain the FX reset rate.

index() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the FX index used to obtain the FX reset rate.

index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the FX index used to obtain the FX reset rate.

index() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the index property.

index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the index of prices.

index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

Sets the Ibor index to be used for the stub.

index() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the index property.

INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index value, typically derived from a curve.

indexAnnexVersion(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

Sets the CDS index series version identifier.

indexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

The meta-property for the indexAnnexVersion property.

indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys

Returns a market data key for the forward curve for an index.

IndexCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter matching a curve for an index.

IndexCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for IndexCurveFilter.

IndexCurveId - Interface in com.opengamma.strata.market.id

Market data ID identifying a forward curve for an index.

indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the indexCurves property.

indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds index forward curves to the provider.

indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds index forward curves to the provider with associated time-series.

IndexedCurvePointShift - Class in com.opengamma.strata.market.curve.perturb

Perturbation which applies a shift to a single point on a nodal curve.

IndexedCurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for IndexedCurvePointShift.

indexId(StandardId) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

Sets the CDS index identifier, such as a RED pair code.

indexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

The meta-property for the indexId property.

indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the second Ibor index to be used for linear interpolation, optional.

indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the indexInterpolated property.

indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

Sets the second Ibor index to be used for the stub, linearly interpolated.

indexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

The meta-property for the indexInterpolated property.

indexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

The meta-property for the indexName property.

indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Find the index of the first occurrence of the specified value.

IndexRateId - Class in com.opengamma.strata.market.id

A market data ID identifying the current and historical values for an Index.

IndexRateId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IndexRateId.

IndexRateKey - Class in com.opengamma.strata.market.key

Market data key identifying the current and historical values for an index.

IndexRateKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IndexRateKey.

IndexReferenceInformation - Class in com.opengamma.strata.product.credit

Reference data for a CDS index.

IndexReferenceInformation.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for IndexReferenceInformation.

IndexReferenceInformation.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for IndexReferenceInformation.

indexSeries(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

Sets the CDS index series identifier.

indexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

The meta-property for the indexSeries property.

indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the indices for which the curve provides forward rates.

indices(Index...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the indices property in the builder from an array of objects.

indices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

The meta-property for the indices property.

InflationInterpolatedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of inflation figures from a price index with interpolation.

InflationInterpolatedRateObservation(InflationInterpolatedRateObservation.Builder) - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Restricted constructor.

InflationInterpolatedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for InflationInterpolatedRateObservation.

InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationInterpolatedRateObservation.

InflationMonthlyRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of inflation figures from a price index.

InflationMonthlyRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for InflationMonthlyRateObservation.

InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationMonthlyRateObservation.

InflationRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.

InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for InflationRateCalculation.

InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for InflationRateCalculation.

InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a rate from a price index curve.

InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for InflationRateSensitivity.

info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the info property.

IniFile - Class in com.opengamma.strata.collect.io

An INI file.

initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the initial notional.

initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the initialExchange property.

initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the initial notional.

initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the initialExchange property.

initialGuess(LocalDate, MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the initial guess used for calibrating the node.

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

initialGuesses(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the list of all initial guesses.

initialPrice(Double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the initial price of the option, represented in decimal form.

initialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the initialPrice property.

initialPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the initial price of the future, represented in decimal form.

initialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the initialPrice property.

initialPrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

Sets the initial price of the future, represented in decimal form.

initialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

The meta-property for the initialPrice property.

initialPrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

Sets the initial price of the future, represented in decimal form.

initialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

The meta-property for the initialPrice property.

initialPrice(Double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the initial price of the option, represented in decimal form.

initialPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the initialPrice property.

initialPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the initial price of the future, represented in decimal form.

initialPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the initialPrice property.

initialStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate to be used in initial stub, optional.

initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the initialStub property.

initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the initial value.

initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

The meta-property for the initialValue property.

inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the two values are in order and not equal.

inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the two values are in order or equal.

INR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'INR' = Indian Rupee.

inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x < high.

inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x < high.

inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low < x < high.

inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low < x < high.

inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x <= high.

inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x <= high.

INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

The single shared instance of the class.

INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping

Singleton instance.

INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

The single shared instance.

INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

The single shared instance.

INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

The single shared instance.

instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Returns a default instance of the function.

instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Returns a default instance of the function.

instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Returns a default instance of the function.

INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

The single shared instance of this report formatter.

INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

The single shared instance of this report runner.

INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider

The default instance.

INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter

The single shared instance of this report formatter.

INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner

The single shared instance of this report runner.

IntDoubleConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming two arguments - int and double.

IntDoublePair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an int and double.

IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for IntDoublePair.

IntDoublePredicate - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - int and double.

IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of two arguments - int and double.

intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the intermediateExchange property.

intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the intermediateExchange property.

interpolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Computes the y-value for the specified x-value by interpolation.

interpolated(boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets how the reference index calculation occurs, defaulted to false.

interpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the interpolated property.

InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on interpolation between a number of nodal points.

InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurve.

InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurve.

InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate an interpolated nodal curve.

InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurveDefinition.

InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurveDefinition.

InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface

A surface based on interpolation between a number of nodal points.

InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for InterpolatedNodalSurface.

InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for InterpolatedNodalSurface.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the interpolator.

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the interpolator property.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the interpolator used to find points on the curve.

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the interpolator property.

INTERPOLATOR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Interpolator extrapolator.

interpolator(GridInterpolator2D) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the underlying interpolator.

interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the interpolator property.

intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Calculates the range that is the intersection of this range and the specified range.

intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains the intersection of a pair of time series.

IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming three arguments - int, int and double.

IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function

A predicate of three arguments - int, int and double.

IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of three arguments - int, int and double.

IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of two arguments - int and int.

invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Generates a failure result for an invalid token.

inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the inverse currency pair.

inverse() - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the inverse rate.

inverse() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Returns the inverse transaction.

IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.

IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.

IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.

IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.

ir01BucketedPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.

ir01BucketedZero(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.

ir01ParallelPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in par interest rates.

ir01ParallelZero(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in zero rates.

IS - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'IS' - Iceland.

isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range is entirely after the specified range.

isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range is entirely before the specified range.

isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is a business day.

isBuy() - Method in enum com.opengamma.strata.basics.BuySell

Checks if the type is 'Buy'.

isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if the schedule is calculated backwards from the end date to the start date.

isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if the schedule is calculated forwards from the start date to the end date.

isCall() - Method in enum com.opengamma.strata.basics.PutCall

Checks if the type is 'Call'.

isCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Checks if the specified date is a CDS date.

isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns true if evaluation of the whole expression is complete.

isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Checks whether compounding applies.

isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is a conventional currency pair.

isConvertCurrencies() - Method in class com.opengamma.strata.function.calculation.AbstractCalculationFunction

Gets whether currencies in the result should be automatically converted.

isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

Checks if this trade is cross-currency.

isCrossCurrency() - Method in class com.opengamma.strata.product.swap.Swap

Checks if this trade is cross-currency.

ISDA_CREDIT - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is an ISDA credit curve value - 'IsdaCredit'.

IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit

Helper for interacting with the underlying Analytics layer for CDS pricing.

IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper

IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit

Pricer for for CDS products using the ISDA methodology.

IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer

isdaCredit(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for an ISDA credit curve.

IsdaCreditCurveInputs - Class in com.opengamma.strata.market.curve

The par rates used when calibrating an ISDA credit curve.

IsdaCreditCurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for IsdaCreditCurveInputs.

IsdaIndexCreditCurveInputsId - Class in com.opengamma.strata.market.id

Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.

IsdaIndexCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaIndexCreditCurveInputsId.

IsdaIndexCreditCurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.

IsdaIndexCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaIndexCreditCurveInputsKey.

IsdaIndexRecoveryRateId - Class in com.opengamma.strata.market.id

Market data ID for a recovery rate to be used in the ISDA credit model's pricing for an index.

IsdaIndexRecoveryRateId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaIndexRecoveryRateId.

IsdaIndexRecoveryRateKey - Class in com.opengamma.strata.market.key

Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.

IsdaIndexRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaIndexRecoveryRateKey.

IsdaSingleNameCreditCurveInputsId - Class in com.opengamma.strata.market.id

Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.

IsdaSingleNameCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaSingleNameCreditCurveInputsId.

IsdaSingleNameCreditCurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.

IsdaSingleNameCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaSingleNameCreditCurveInputsKey.

IsdaSingleNameRecoveryRateId - Class in com.opengamma.strata.market.id

Market data ID for a recovery rate to be used in the ISDA credit model's pricing for a single-name.

IsdaSingleNameRecoveryRateId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaSingleNameRecoveryRateId.

IsdaSingleNameRecoveryRateKey - Class in com.opengamma.strata.market.key

Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.

IsdaSingleNameRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaSingleNameRecoveryRateKey.

IsdaYieldCurveConvention - Interface in com.opengamma.strata.product.credit.type

CDS Standard model definition for parameters required to bootstrap an ISDA yield curve

IsdaYieldCurveConventions - Class in com.opengamma.strata.product.credit.type

Market conventions used to bootstrap an ISDA yield curve

IsdaYieldCurveInputs - Class in com.opengamma.strata.market.curve

The par rates used when calibrating an ISDA yield curve.

IsdaYieldCurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for IsdaYieldCurveInputs.

IsdaYieldCurveInputsId - Class in com.opengamma.strata.market.id

Market data ID identifying a set of par rates to be used in the ISDA credit model's yield curve calibration for a currency.

IsdaYieldCurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaYieldCurveInputsId.

IsdaYieldCurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying a set of par rates to be used in the ISDA credit model's yield yield curve calibration for a currency.

IsdaYieldCurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaYieldCurveInputsKey.

IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve

Enumerates the supported types of underlying instruments on an ISDA yield curve.

isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array is empty.

isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Checks if this matrix is empty.

isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set is empty.

isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if the range is empty.

isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Indicates if this time-series is empty.

isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Checks if the end of month convention is in use.

isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule

Checks if the end of month convention is in use.

isFailure() - Method in class com.opengamma.strata.collect.result.Result

Indicates if this result represents a failure.

isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is false.

isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is false.

isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the final notional.

isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the final notional.

isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Checks if the type is 'Fixed'.

isFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation

Checks if the stub has a fixed rate.

isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.

isFloatingRate() - Method in class com.opengamma.strata.product.swap.StubCalculation

Checks if the stub has a floating rate.

isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is a holiday.

isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'Ibor'.

isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets whether to ignore failures, or report the errors.

isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Checks if the specified date is an index roll date.

isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the initial notional.

isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the initial notional.

isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

isInterpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets how the reference index calculation occurs, defaulted to false.

isInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation

Checks if the stub has an interpolated rate.

isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is the inverse of the specified pair.

isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets flag indicating if the moneyness is on the price (true) or on the rate (false).

ISK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ISK' = Icelandic Krone.

isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is the last business day of the month.

isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

isLong() - Method in enum com.opengamma.strata.basics.LongShort

Checks if the type is 'Long'.

isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention may result in a long stub.

isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets flag indicating if the moneyness is on the price (true) or on the rate (false).

isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the isMoneynessOnPrice property.

isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Checks whether the convention requires a month-based period.

isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor

Checks if the tenor is month-based.

isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is month-based.

isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the flag indicating whether to exchange the notional.

isNotScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId

Checks if the scheme of this identifier does not equal the specified scheme.

isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.

isPay() - Method in enum com.opengamma.strata.basics.PayReceive

Checks if the type is 'Pay'.

isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds

Gets whether the accrued premium is paid in the event of a default.

isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Gets whether the accrued premium is paid in the event of a default.

isPayAccruedOnDefault() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets whether the accrued premium is paid in the event of a default.

isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets whether the accrued premium is paid in the event of a default.

isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'Price'.

isPut() - Method in enum com.opengamma.strata.basics.PutCall

Checks if the type is 'Put'.

isReceive() - Method in enum com.opengamma.strata.basics.PayReceive

Checks if the type is 'Receive'.

isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Checks if this period is regular according to the specified frequency and roll convention.

isRelated(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is related to the specified pair.

isResolved() - Method in interface com.opengamma.strata.collect.id.Link

Checks if the link is resolved.

isResolved() - Method in class com.opengamma.strata.collect.id.StandardLink

isResolved() - Method in class com.opengamma.strata.product.SecurityLink

Checks if the link is resolved.

isScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Checks if this box contains market data for multiple scenarios.

isScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId

Checks if the scheme of this identifier equals the specified scheme.

isSell() - Method in enum com.opengamma.strata.basics.BuySell

Checks if the type is 'Sell'.

isShort() - Method in enum com.opengamma.strata.basics.LongShort

Checks if the type is 'Short'.

isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention may result in a short stub.

isSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Checks if this box contains a single market data value that is used for all scenarios.

isSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

isSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Checks if this matrix is square.

isSuccess() - Method in class com.opengamma.strata.collect.result.Result

Indicates if this result represents a successful call and has a result available.

IssuerCurveDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for an issuer curve.

issuerCurveDiscountFactors(StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Gets the discount factors of an issuer curve for a standard ID and a currency.

IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for IssuerCurveDiscountFactors.

issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the issuer curves.

issuerCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the issuerCurves property.

IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to the issuer curve.

IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for IssuerCurveZeroRateSensitivity.

isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is the 'Term' instance.

isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule

Checks if this schedule represents a single 'Term' period.

isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if the end date is unbounded.

isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if the start date is unbounded.

isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor

Checks if the tenor is week-based.

isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is week-based.

IT - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'IT' - Italy.

items(List<Result<?>>) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the results, with results for each target grouped together, ordered by column.

items(Result<?>...) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the items property in the builder from an array of objects.

items() - Method in class com.opengamma.strata.calc.runner.Results.Meta

The meta-property for the items property.

items() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the items property.

IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against an iterable object and returns a value.

IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

J

JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the JacobianCalibrationMatrix.

jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the calibration information.

JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve

Jacobian matrix information produced during curve calibration.

JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for JacobianCalibrationMatrix.

jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the jacobianMatrix property.

JP - Static variable in class com.opengamma.strata.basics.location.Country

The country 'JP' - Japan.

JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for Tokyo, Japan, with code 'JPTO'.

JPY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'JPY' - Japanese Yen.

JPY_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".

JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.

JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'JPY-FIXED-6M-LIBOR-6M' swap convention.

JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.

JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.

JPY_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'JPY-ISDA' curve.

JPY_LIBOR_1000_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 10 years.

JPY_LIBOR_1000_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 12 years.

JPY_LIBOR_1000_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 15 years.

JPY_LIBOR_1000_18M - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 18 months.

JPY_LIBOR_1000_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 1 year.

JPY_LIBOR_1000_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 20 years.

JPY_LIBOR_1000_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 25 years.

JPY_LIBOR_1000_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 2 years.

JPY_LIBOR_1000_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 30 years.

JPY_LIBOR_1000_35Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 35 years.

JPY_LIBOR_1000_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 3 years.

JPY_LIBOR_1000_40Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 40 years.

JPY_LIBOR_1000_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 4 years.

JPY_LIBOR_1000_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 5 years.

JPY_LIBOR_1000_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 6 years.

JPY_LIBOR_1000_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 7 years.

JPY_LIBOR_1000_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 8 years.

JPY_LIBOR_1000_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1000 for tenor of 9 years.

JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for JPY.

JPY_LIBOR_1500_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 10 years.

JPY_LIBOR_1500_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 12 years.

JPY_LIBOR_1500_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 15 years.

JPY_LIBOR_1500_18M - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 18 months.

JPY_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 1 year.

JPY_LIBOR_1500_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 20 years.

JPY_LIBOR_1500_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 25 years.

JPY_LIBOR_1500_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 2 years.

JPY_LIBOR_1500_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 30 years.

JPY_LIBOR_1500_35Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 35 years.

JPY_LIBOR_1500_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 3 years.

JPY_LIBOR_1500_40Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 40 years.

JPY_LIBOR_1500_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 4 years.

JPY_LIBOR_1500_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 5 years.

JPY_LIBOR_1500_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 6 years.

JPY_LIBOR_1500_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 7 years.

JPY_LIBOR_1500_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 8 years.

JPY_LIBOR_1500_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

JPY Rates 1500 for tenor of 9 years.

JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for JPY.

JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for JPY.

JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for JPY.

JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for JPY.

JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for JPY.

JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month TIBOR (Euroyen) index.

JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week TIBOR (Japan) index.

JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month TIBOR (Japan) index.

JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The TONAR index for JPY.

JUMP_TO_DEFAULT - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the the risk of default as opposed to the the risk of change in credit spreads.

jumpToDefault(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the risk of default by subtracting from current MTM the Notional amount times Recovery Rate - 1.

K

key() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

The meta-property for the key property.

key() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

The meta-property for the key property.

key() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

The meta-property for the key property.

keys() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the set of keys of this property set.

KnownAmountPaymentPeriod - Class in com.opengamma.strata.product.swap

A period within a swap that results in a known amount.

KnownAmountPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for KnownAmountPaymentPeriod.

KnownAmountPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for KnownAmountPaymentPeriod.

KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap

A fixed swap leg defined in terms of known amounts.

KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for KnownAmountSwapLeg.

KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for KnownAmountSwapLeg.

KR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'KR' - South Korea.

KRW - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'KRW' = South Korean Won.

L

label() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the label to use for the node, may be empty.

label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

The meta-property for the label property.

lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the positive period between the price index and the accrual date, typically a number of months.

lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the lag property.

LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

Convention applying a last business day of month rule.

LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

Convention applying a last day of month rule, ignoring business days.

lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the last business day of the month.

lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last notice date.

lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastDeliveryDate property.

lastIndexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Find the index of the first occurrence of the specified value.

lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last notice date.

lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastNoticeDate property.

lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional end date of the last regular schedule period, which is the start date of the final stub.

lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the lastRegularEndDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last trading date.

lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the last date of trading.

lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the last date of trading.

lastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the lastTradeDate property.

leftExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Left extrapolates the y-value from the specified x-value.

leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the left extrapolated y-value at the specified x-value.

leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.

LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the initial notional amount of each leg of the calculation target.

LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the present value of each leg of the calculation target.

LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

An indication of the pay-off formula that applies to the leg.

LegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.rate

The discounting factors provider, used to calculate analytic measures.

LegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.rate

The bean-builder for LegalEntityDiscountingProvider.

LegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for LegalEntityDiscountingProvider.

legalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the legalEntityGroup property.

LegalEntityGroup - Class in com.opengamma.strata.market.value

Legal entity group.

legalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

The meta-property for the legalEntityGroup property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

The meta-property for the legalEntityId property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the legalEntityId property.

legalEntityMap(Map<StandardId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the legal entity group map.

legalEntityMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the legalEntityMap property.

LegAmount - Interface in com.opengamma.strata.market.amount

Represents an amount of a currency associated with one leg of an instrument.

LegAmounts - Class in com.opengamma.strata.market.amount

A collection of leg amounts.

LegAmounts.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for LegAmounts.

LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of legs.

legs(List<ExpandedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

Sets the legs of the swap.

legs(ExpandedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

Sets the legs property in the builder from an array of objects.

legs() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta

The meta-property for the legs property.

legs(List<SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder

Sets the legs of the swap.

legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder

Sets the legs property in the builder from an array of objects.

legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the legs property.

length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns the length of the period.

lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Calculates the number of days in the period.

LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Linear extrapolator.

LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Linear interpolator.

Link<T extends IdentifiableBean> - Interface in com.opengamma.strata.collect.id

Defines a link to a target object using an identifier.

LinkResolutionException - Exception in com.opengamma.strata.collect.id

Exception thrown if the target of a link cannot be resolved.

LinkResolutionException(String) - Constructor for exception com.opengamma.strata.collect.id.LinkResolutionException

Creates the exception passing the failed link.

LinkResolver - Interface in com.opengamma.strata.collect.id

A resolver that can provide the target when resolving links.

listOfEmpty(int) - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Gets a list of empty metadata instances.

listOfEmpty(int) - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Gets a list of empty metadata instances.

load(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

Loads one or more CSV format fixing series files.

load(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

Loads one or more CSV format fixing series files.

load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a specific date.

load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a specific date.

load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a specific date.

load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a specific date.

load(ResourceLocator, ResourceLocator, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Loads one or more CSV format curve calibration files.

load(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Loads one or more CSV format curve calibration files.

load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Loads one or more CSV format curve files for a specific date.

load(IniFile) - Static method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate

Creates a trade report template by reading a template definition in an ini file.

load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

load(IniFile) - Static method in interface com.opengamma.strata.report.ReportTemplate

Loads a report template from an ini file.

load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader

Loads the report template.

load(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

Creates a trade report template by reading a template definition in an ini file.

load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Loads one or more CSV format curve files for all available dates.

loadCurveGroups(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.CurveGroupDefinitionCsvLoader

Loads the curve groups definition CSV file.

LoaderUtils - Class in com.opengamma.strata.loader

Contains utilities for loading market data from input files.

LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries

Immutable representation of a single point in a LocalDateDoubleTimeSeries.

LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries

Interface for all local date time-series types containing double values.

LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries

Builder to create the immutable LocalDateDoubleTimeSeries.

LocalDateRange - Class in com.opengamma.strata.collect.range

A range of local dates.

LocalDateRange.Meta - Class in com.opengamma.strata.collect.range

The meta-bean for LocalDateRange.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Log linear extrapolator.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Log linear interpolator.

LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on log-moneyness, defined as the ln(strike/forward).

LOG_NATURAL_CUBIC_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Log natural cubic spline interpolator for discount factors.

LOG_NATURAL_CUBIC_MONOTONE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Log natural cubic interpolation with monotonicity filter.

LogMoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on log-moneyness.

LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for LogMoneynessStrike.

LongDoublePair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of a long and double.

LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for LongDoublePair.

longIndex(IborIndex) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

Sets the longer Ibor index.

longIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

The meta-property for the longIndex property.

LongShort - Enum in com.opengamma.strata.basics

Flag indicating whether a trade is "long" or "short".

longShort(LongShort) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets whether the option is long or short.

longShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the longShort property.

longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

Sets whether the option is long or short.

longShort() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

The meta-property for the longShort property.

longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets whether the option is long or short.

longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the longShort property.

lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up an instance by name.

lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up an instance by name and type.

lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name.

lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name and type.

lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup

Looks up an instance by name, returning null if not found.

lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the map of known instances by name.

lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup

Returns the immutable map of known instances by name.

lookupReference(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Looks up an element by href/id reference.

LU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'LU' - Luxembourg.

M

macaulayDurationFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the Macaulay duration of the fixed coupon bond product from yield.

map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with an operation applied to each value in the array.

map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with an operation applied to each value in the matrix.

map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result

Processes a successful result by applying a function that alters the value.

map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

The meta-property for the map property.

mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Applies an operation to the amount.

mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Applies an operation to the amounts.

mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Adds a an arbitrary mapping to the builder.

mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

mappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta

The meta-property for the mappings property.

mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

mappings() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

The meta-property for the mappings property.

mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRule

Returns a set of market data mappings for the target if it matches this rule, otherwise an empty Optional.

mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRules

Returns the market data mappings that specify which market data should be used when performing calculations for the target.

mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

Sets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.

mappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

The meta-property for the mappings property.

mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the market data filters and perturbations that define the scenarios.

mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the mappings property in the builder from an array of objects.

mappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

The meta-property for the mappings property.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Applies an operation to the sensitivities in this instance.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified operation applied to the sensitivities in this builder.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a map.

MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an operation to each value in the time series.

mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with an operation applied to each indexed value in the array.

mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with an operation applied to each indexed value in the matrix.

marginIndex(BondFuture, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer

Calculates the number related to bond futures product on which the daily margin is computed.

marginIndex(BondFutureOption, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer

Calculates the number related to bond futures product on which the daily margin is computed.

marginIndex(IborFuture, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer

Calculates the number related to Ibor futures product on which the daily margin is computed.

marginIndex(IborFutureOption, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer

Calculates the number related to Ibor futures product on which the daily margin is computed.

marginIndex(DeliverableSwapFuture, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer

Calculates the number related to deliverable swap futures product on which the daily margin is computed.

marginIndexSensitivity(BondFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer

Calculates the margin index sensitivity of the bond future product.

marginIndexSensitivity(BondFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer

Calculates the margin index sensitivity of the bond future product.

marginIndexSensitivity(IborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer

Calculates the margin index sensitivity of the Ibor future product.

marginIndexSensitivity(IborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer

Calculates the margin index sensitivity of the Ibor future product.

marginIndexSensitivity(DeliverableSwapFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer

Calculates the margin index sensitivity of the deliverable swap futures product.

market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureFunctionGroups

Obtains the function group providing all built-in measures on generic future trades based solely on querying the market for the present value.

market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionFunctionGroups

Obtains the function group providing all built-in measures on generic future option trades based solely on querying the market for the present value.

MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName

The field name for market value.

MarketData - Interface in com.opengamma.strata.basics.market

Provides access to market data, such as curves, surfaces and time-series.

marketData(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

Sets the market data.

marketData() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

The meta-property for the marketData property.

MarketDataBox<T> - Interface in com.opengamma.strata.basics.market

A box which can provide values for an item of market data used in scenarios.

MarketDataConfig - Class in com.opengamma.strata.calc.marketdata.config

Configuration required for building non-observable market data, for example curves or surfaces.

MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata.config

The meta-bean for MarketDataConfig.

MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata.config

A mutable builder for building an instance of MarketDataConfig.

MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata

A market data factory build market data.

marketDataFactory() - Static method in class com.opengamma.strata.function.StandardComponents

Returns a market data factory containing the standard set of market data functions.

marketDataFactory(ObservableMarketDataFunction) - Static method in class com.opengamma.strata.function.StandardComponents

Returns a market data factory containing the standard set of market data functions.

marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

The meta-property for the marketDataFeed property.

MarketDataFeed - Class in com.opengamma.strata.basics.market

Identifies a feed of market data, for example Bloomberg or Reuters.

marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

Sets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.

marketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

The meta-property for the marketDataFeed property.

MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata.scenario

Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.

MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata.function

A market data function creates items of market data for a set of market data IDs.

marketDataFunctions() - Static method in class com.opengamma.strata.function.StandardComponents

Returns the standard market data functions used to build market data values from other market data.

MarketDataId<T> - Interface in com.opengamma.strata.basics.market

An identifier for a unique item of market data.

MarketDataKey<T> - Interface in com.opengamma.strata.basics.market

A key that identifies an item of market data.

MarketDataKeys - Class in com.opengamma.strata.market.key

Factory methods for creating MarketDataKey instances for common market data types.

MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.calc.marketdata.mapping

A market data mapping can be thought of as a configuration rule that tells the system where to find a piece of market data that is required for a calculation.

MarketDataMappings - Interface in com.opengamma.strata.calc.marketdata.mapping

Market data mappings specify which market data from the global set of data should be used for a particular calculation.

MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping

Builder for MarketDataMappings that knows about the standard mappings (e.g.

MarketDataRatesProvider - Class in com.opengamma.strata.function.marketdata

A rates provider based on market data from the engine.

MarketDataRatesProvider(MarketData) - Constructor for class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

Creates an instance.

MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata

A collection of market data IDs defining a set of market data.

MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketDataRequirements.

MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata

Mutable builder for creating instances of MarketDataRequirements.

MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

MarketDataRule - Interface in com.opengamma.strata.calc.config

Single market data rule that specifies what market data should be used in calculations for a calculation target.

marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

Sets the rules defining what market data should be used in each calculation.

marketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the marketDataRules property.

marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the market data rules that apply to this column in addition to the default rules.

marketDataRules() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the marketDataRules property.

MarketDataRules - Interface in com.opengamma.strata.calc.config

Market data rules specify what market data should be used when calculating measures for a target.

marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

Sets the type of market data handled by this mapping.

marketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

The meta-property for the marketDataType property.

MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate

Utilities for manipulating market data.

MarketDataView - Interface in com.opengamma.strata.market

A high-level view of a single item of market data.

MarketEnvironment - Class in com.opengamma.strata.calc.marketdata

A set of market data.

marketEnvironment(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

Sets the market data that was successfully built.

marketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

The meta-property for the marketEnvironment property.

MarketEnvironment.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketEnvironment.

MarketEnvironmentBuilder - Class in com.opengamma.strata.calc.marketdata

A mutable builder for building up MarketEnvironment instances.

MarketEnvironmentResult - Class in com.opengamma.strata.calc.marketdata

The result of building a set of market data, containing the successfully built data and details of any data that could not be built.

MarketEnvironmentResult.Builder - Class in com.opengamma.strata.calc.marketdata

The bean-builder for MarketEnvironmentResult.

MarketEnvironmentResult.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketEnvironmentResult.

MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity

Calculator to obtain the Market Quote sensitivities.

MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Checks if the date matches the rules of the roll convention.

matches(I, MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter

Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.

matches(MarketDataId<?>, MarketDataBox<?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns true if the filter matches the market data ID and value.

matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and matches the specified pattern.

matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

matches(DiscountCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

matches(RateCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

Matrix - Interface in com.opengamma.strata.collect.array

Base interface for all matrix types.

maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the adjustment applied to the fixing date to obtain the maturity date.

maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the maturityDateOffset property.

maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the effective date to obtain the maturity date.

maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the maturityDateOffset property.

max() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the minimum value held in the array.

maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

Sets the maximum number of steps for the root finder.

maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

The meta-property for the maximumSteps property.

Measure - Class in com.opengamma.strata.calc.config

Identifies a measure that can be produced by the system.

measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Gets the measure encoded in a value path, if present.

measures() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the measures property.

merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Merges the entries from the other matrix into this one.

merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Merges the specified date/value point into this builder.

merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Merges the specified date/value point into this builder.

mergedWith(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a new market environment containing the data from this environment and another environment.

mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule

Merges this schedule to form a new schedule by combining the regular schedule periods.

mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule

Merges this schedule to form a new schedule with a single 'Term' period.

message() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the message property.

message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the message property.

Messages - Class in com.opengamma.strata.collect

Contains utility methods for managing messages.

meta() - Static method in class com.opengamma.strata.basics.currency.FxRate

The meta-bean for FxRate.

meta() - Static method in class com.opengamma.strata.basics.currency.FxRatesArray

The meta-bean for FxRatesArray.

meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

The meta-bean for MultiCurrencyAmount.

meta() - Static method in class com.opengamma.strata.basics.currency.Payment

The meta-bean for Payment.

meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate

The meta-bean for AdjustableDate.

meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

The meta-bean for BusinessDayAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

The meta-bean for DaysAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

The meta-bean for ImmutableHolidayCalendar.

meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

The meta-bean for PeriodAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

The meta-bean for TenorAdjustment.

meta() - Static method in class com.opengamma.strata.basics.index.FloatingRateName

The meta-bean for FloatingRateName.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex

The meta-bean for ImmutableFxIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex

The meta-bean for ImmutableIborIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

The meta-bean for ImmutableOvernightIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

The meta-bean for ImmutablePriceIndex.

meta() - Static method in class com.opengamma.strata.basics.market.FxRateId

The meta-bean for FxRateId.

meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey

The meta-bean for FxRateKey.

meta() - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData

The meta-bean for ImmutableMarketData.

meta() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData

The meta-bean for ImmutableReferenceData.

meta() - Static method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

The meta-bean for ImmutableTypedReferenceData.

meta() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

The meta-bean for ScenarioMarketDataBox.

meta() - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

The meta-bean for ScenarioValuesList.

meta() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

The meta-bean for SingleMarketDataBox.

meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

The meta-bean for PeriodicSchedule.

meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule

The meta-bean for Schedule.

meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

The meta-bean for SchedulePeriod.

meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding

The meta-bean for HalfUpRounding.

meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

The meta-bean for ValueAdjustment.

meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives

The meta-bean for ValueDerivatives.

meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule

The meta-bean for ValueSchedule.

meta() - Static method in class com.opengamma.strata.basics.value.ValueStep

The meta-bean for ValueStep.

meta() - Static method in class com.opengamma.strata.calc.CalculationRules

The meta-bean for CalculationRules.

meta() - Static method in class com.opengamma.strata.calc.Column

The meta-bean for Column.

meta() - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

The meta-bean for AllTargetsMarketDataRule.

meta() - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

The meta-bean for DefaultMarketDataRule.

meta() - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

The meta-bean for DefaultMarketDataRules.

meta() - Static method in class com.opengamma.strata.calc.config.FunctionConfig

The meta-bean for FunctionConfig.

meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

The meta-bean for DefaultFunctionGroup.

meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

The meta-bean for DefaultPricingRules.

meta() - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule

The meta-bean for PricingRule.

meta() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

The meta-bean for MarketDataConfig.

meta() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

The meta-bean for FunctionRequirements.

meta() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

The meta-bean for DefaultMarketDataMappings.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

The meta-bean for MarketDataRequirements.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

The meta-bean for MarketEnvironment.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

The meta-bean for MarketEnvironmentResult.

meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

The meta-bean for PerturbationMapping.

meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

The meta-bean for ScenarioDefinition.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult

The meta-bean for CalculationResult.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

The meta-bean for CurrencyValuesArray.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

The meta-bean for DefaultScenarioResult.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

The meta-bean for FxConvertibleList.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

The meta-bean for MultiCurrencyValuesArray.

meta() - Static method in class com.opengamma.strata.calc.runner.MissingMappingId

The meta-bean for MissingMappingId.

meta() - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

The meta-bean for NoMatchingRuleId.

meta() - Static method in class com.opengamma.strata.calc.runner.Results

The meta-bean for Results.

meta() - Static method in class com.opengamma.strata.collect.id.StandardId

The meta-bean for StandardId.

meta() - Static method in class com.opengamma.strata.collect.id.StandardLink

The meta-bean for StandardLink.

meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange

The meta-bean for LocalDateRange.

meta() - Static method in class com.opengamma.strata.collect.result.Failure

The meta-bean for Failure.

meta() - Static method in class com.opengamma.strata.collect.result.FailureItem

The meta-bean for FailureItem.

meta() - Static method in class com.opengamma.strata.collect.result.Result

The meta-bean for Result.

meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

The meta-bean for DoublesPair.

meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

The meta-bean for IntDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

The meta-bean for LongDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

The meta-bean for ObjDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

The meta-bean for ObjIntPair.

meta() - Static method in class com.opengamma.strata.collect.tuple.Pair

The meta-bean for Pair.

meta() - Static method in class com.opengamma.strata.collect.tuple.Triple

The meta-bean for Triple.

meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

The meta-bean for CurveParallelShifts.

meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

The meta-bean for CurvePointShifts.

meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The meta-bean for RootFinderConfig.

meta() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

The meta-bean for FxRateConfig.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

The meta-bean for DiscountCurveMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

The meta-bean for IborIndexCurveMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

The meta-bean for OvernightIndexCurveMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

The meta-bean for SwaptionVolatilitiesMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

The meta-bean for AnyCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

The meta-bean for AnyDiscountCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

The meta-bean for AnyIndexForwardCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

The meta-bean for CurveNameFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

The meta-bean for IndexCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

The meta-bean for RateCurveCurrencyFilter.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlow

The meta-bean for CashFlow.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlows

The meta-bean for CashFlows.

meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts

The meta-bean for LegAmounts.

meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

The meta-bean for SwapLegAmount.

Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

The meta-bean for AddFixedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

The meta-bean for ConstantNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

The meta-bean for CurveCurrencyParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

The meta-bean for CurveCurrencyParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup

The meta-bean for CurveGroup.

meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition

The meta-bean for CurveGroupDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry

The meta-bean for CurveGroupEntry.

meta() - Static method in class com.opengamma.strata.market.curve.CurveInputs

The meta-bean for CurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

The meta-bean for CurveParameterSize.

meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

The meta-bean for CurveUnitParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

The meta-bean for CurveUnitParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

The meta-bean for DefaultCurveMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

The meta-bean for InterpolatedNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

The meta-bean for InterpolatedNodalCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

The meta-bean for IsdaCreditCurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

The meta-bean for IsdaYieldCurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

The meta-bean for JacobianCalibrationMatrix.

meta() - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

The meta-bean for SimpleCurveNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

The meta-bean for TenorCurveNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

The meta-bean for YearMonthCurveNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

The meta-bean for FixedIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

The meta-bean for FixedOvernightSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

The meta-bean for FraCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

The meta-bean for FxSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

The meta-bean for IborFixingDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

The meta-bean for IborFutureCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

The meta-bean for IborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

The meta-bean for TermDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

The meta-bean for ThreeLegBasisSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

The meta-bean for XCcyIborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

The meta-bean for CurveParallelShift.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

The meta-bean for CurvePointShift.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

The meta-bean for IndexedCurvePointShift.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

The meta-bean for ParallelShiftedCurve.

meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap

The meta-bean for ExplainMap.

meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId

The meta-bean for CurveGroupId.

meta() - Static method in class com.opengamma.strata.market.id.CurveInputsId

The meta-bean for CurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId

The meta-bean for DiscountCurveId.

meta() - Static method in class com.opengamma.strata.market.id.IborIndexCurveId

The meta-bean for IborIndexCurveId.

meta() - Static method in class com.opengamma.strata.market.id.IndexRateId

The meta-bean for IndexRateId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

The meta-bean for IsdaIndexCreditCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

The meta-bean for IsdaIndexRecoveryRateId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

The meta-bean for IsdaSingleNameCreditCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

The meta-bean for IsdaSingleNameRecoveryRateId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

The meta-bean for IsdaYieldCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId

The meta-bean for OvernightIndexCurveId.

meta() - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId

The meta-bean for PriceIndexCurveId.

meta() - Static method in class com.opengamma.strata.market.id.QuoteId

The meta-bean for QuoteId.

meta() - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

The meta-bean for SwaptionVolatilitiesId.

meta() - Static method in class com.opengamma.strata.market.key.CurveGroupKey

The meta-bean for CurveGroupKey.

meta() - Static method in class com.opengamma.strata.market.key.CurveInputsKey

The meta-bean for CurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey

The meta-bean for DiscountCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey

The meta-bean for IborIndexCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey

The meta-bean for IndexRateKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

The meta-bean for IsdaIndexCreditCurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

The meta-bean for IsdaIndexRecoveryRateKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

The meta-bean for IsdaSingleNameCreditCurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

The meta-bean for IsdaSingleNameRecoveryRateKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

The meta-bean for IsdaYieldCurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

The meta-bean for OvernightIndexCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey

The meta-bean for PriceIndexCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.QuoteKey

The meta-bean for QuoteKey.

meta() - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

The meta-bean for QuotesArrayKey.

meta() - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

The meta-bean for SwaptionVolatilitiesKey.

meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike

The meta-bean for DeltaStrike.

meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

The meta-bean for LogMoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike

The meta-bean for MoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike

The meta-bean for SimpleStrike.

meta() - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

The meta-bean for BondFutureOptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

The meta-bean for FxForwardSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

The meta-bean for FxIndexSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

The meta-bean for FxOptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

The meta-bean for IborFutureOptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

The meta-bean for IborRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

The meta-bean for InflationRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

The meta-bean for IssuerCurveZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

The meta-bean for OvernightRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

The meta-bean for PointSensitivities.

meta() - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

The meta-bean for RepoCurveZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

The meta-bean for SwaptionSabrSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

The meta-bean for SwaptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

The meta-bean for ZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

The meta-bean for ConstantNodalSurface.

meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

The meta-bean for DefaultSurfaceMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

The meta-bean for EmptySurfaceParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

The meta-bean for InterpolatedNodalSurface.

meta() - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

The meta-bean for SurfaceCurrencyParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

The meta-bean for SurfaceCurrencyParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate

The meta-bean for CdsRecoveryRate.

meta() - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray

The meta-bean for QuotesArray.

meta() - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates

The meta-bean for DiscountFxForwardRates.

meta() - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates

The meta-bean for DiscountFxIndexRates.

meta() - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates

The meta-bean for DiscountIborIndexRates.

meta() - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

The meta-bean for DiscountOvernightIndexRates.

meta() - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

The meta-bean for ForwardPriceIndexValues.

meta() - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

The meta-bean for IssuerCurveDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

The meta-bean for RepoCurveDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors

The meta-bean for SimpleDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

The meta-bean for ZeroRateDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

The meta-bean for ZeroRatePeriodicDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.

meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

The meta-bean for BlackVolatilityFlatFxProvider.

meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

The meta-bean for BlackVolatilitySurfaceFxProvider.

meta() - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.

meta() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.

meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

The meta-bean for ImmutableRatesProvider.

meta() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

The meta-bean for LegalEntityDiscountingProvider.

meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

The meta-bean for BlackSwaptionExpiryTenorVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

The meta-bean for NormalSwaptionExpiryTenorVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

The meta-bean for SabrParametersSwaptionVolatilities.

meta() - Static method in class com.opengamma.strata.product.bond.BondFuture

The meta-bean for BondFuture.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption

The meta-bean for BondFutureOption.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

The meta-bean for BondFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade

The meta-bean for BondFutureTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

The meta-bean for ExpandedFixedCouponBond.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond

The meta-bean for FixedCouponBond.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

The meta-bean for FixedCouponBondPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

The meta-bean for FixedCouponBondTrade.

meta() - Static method in class com.opengamma.strata.product.cms.Cms

The meta-bean for Cms.

meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg

The meta-bean for CmsLeg.

meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod

The meta-bean for CmsPeriod.

meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade

The meta-bean for CmsTrade.

meta() - Static method in class com.opengamma.strata.product.cms.ExpandedCms

The meta-bean for ExpandedCms.

meta() - Static method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

The meta-bean for ExpandedCmsLeg.

meta() - Static method in class com.opengamma.strata.product.credit.Cds

The meta-bean for Cds.

meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade

The meta-bean for CdsTrade.

meta() - Static method in class com.opengamma.strata.product.credit.ExpandedCds

The meta-bean for ExpandedCds.

Meta() - Constructor for class com.opengamma.strata.product.credit.ExpandedCds.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.product.credit.FeeLeg

The meta-bean for FeeLeg.

meta() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation

The meta-bean for IndexReferenceInformation.

meta() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments

The meta-bean for PeriodicPayments.

meta() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

The meta-bean for SingleNameReferenceInformation.

meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

The meta-bean for ImmutableCdsConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

The meta-bean for ExpandedIborFixingDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

The meta-bean for ExpandedTermDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit

The meta-bean for IborFixingDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

The meta-bean for IborFixingDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit

The meta-bean for TermDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

The meta-bean for TermDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

The meta-bean for IborFixingDepositTemplate.

meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

The meta-bean for ImmutableIborFixingDepositConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

The meta-bean for ImmutableTermDepositConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

The meta-bean for TermDepositTemplate.

meta() - Static method in class com.opengamma.strata.product.equity.Equity

The meta-bean for Equity.

meta() - Static method in class com.opengamma.strata.product.equity.EquityTrade

The meta-bean for EquityTrade.

meta() - Static method in class com.opengamma.strata.product.fra.ExpandedFra

The meta-bean for ExpandedFra.

meta() - Static method in class com.opengamma.strata.product.fra.Fra

The meta-bean for Fra.

meta() - Static method in class com.opengamma.strata.product.fra.FraTrade

The meta-bean for FraTrade.

meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

The meta-bean for FraTemplate.

meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

The meta-bean for ImmutableFraConvention.

meta() - Static method in class com.opengamma.strata.product.future.GenericFuture

The meta-bean for GenericFuture.

meta() - Static method in class com.opengamma.strata.product.future.GenericFutureOption

The meta-bean for GenericFutureOption.

meta() - Static method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

The meta-bean for GenericFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.future.GenericFutureTrade

The meta-bean for GenericFutureTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxNdf

The meta-bean for ExpandedFxNdf.

meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle

The meta-bean for ExpandedFxSingle.

meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxSwap

The meta-bean for ExpandedFxSwap.

meta() - Static method in class com.opengamma.strata.product.fx.FxNdf

The meta-bean for FxNdf.

meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

The meta-bean for FxNdfTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxSingle

The meta-bean for FxSingle.

meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

The meta-bean for FxSingleTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxSwap

The meta-bean for FxSwap.

meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

The meta-bean for FxSwapTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption

The meta-bean for FxVanillaOption.

meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

The meta-bean for FxVanillaOptionTrade.

meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

The meta-bean for FxSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

The meta-bean for ImmutableFxSwapConvention.

meta() - Static method in class com.opengamma.strata.product.index.IborFuture

The meta-bean for IborFuture.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption

The meta-bean for IborFutureOption.

Meta() - Constructor for class com.opengamma.strata.product.index.IborFutureOption.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade

The meta-bean for IborFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade

The meta-bean for IborFutureTrade.

meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

The meta-bean for IborFutureTemplate.

meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

The meta-bean for ImmutableIborFutureConvention.

meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment

The meta-bean for BulletPayment.

meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

The meta-bean for BulletPaymentTrade.

meta() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation

The meta-bean for FixedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

The meta-bean for IborAveragedFixing.

meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

The meta-bean for IborAveragedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

The meta-bean for IborInterpolatedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.IborRateObservation

The meta-bean for IborRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

The meta-bean for InflationInterpolatedRateObservation.

Meta() - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

The meta-bean for InflationMonthlyRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

The meta-bean for OvernightAveragedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

The meta-bean for OvernightCompoundedRateObservation.

meta() - Static method in class com.opengamma.strata.product.SecurityLink

The meta-bean for SecurityLink.

meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

The meta-bean for DeliverableSwapFuture.

meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

The meta-bean for DeliverableSwapFutureTrade.

meta() - Static method in class com.opengamma.strata.product.swap.ExpandedSwap

The meta-bean for ExpandedSwap.

meta() - Static method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

The meta-bean for ExpandedSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

The meta-bean for FixedRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.FxReset

The meta-bean for FxReset.

meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation

The meta-bean for FxResetCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

The meta-bean for FxResetNotionalExchange.

meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

The meta-bean for IborRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

The meta-bean for ImmutableSwapIndex.

meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

The meta-bean for InflationRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

The meta-bean for KnownAmountPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

The meta-bean for KnownAmountSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange

The meta-bean for NotionalExchange.

meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

The meta-bean for NotionalSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

The meta-bean for OvernightRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule

The meta-bean for PaymentSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

The meta-bean for RateAccrualPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

The meta-bean for RateCalculationSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod

The meta-bean for RatePaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

The meta-bean for RatePeriodSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule

The meta-bean for ResetSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.StubCalculation

The meta-bean for StubCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.Swap

The meta-bean for Swap.

meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade

The meta-bean for SwapTrade.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

The meta-bean for FixedIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

The meta-bean for FixedOvernightSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

The meta-bean for FixedRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

The meta-bean for IborIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

The meta-bean for IborRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

The meta-bean for ImmutableFixedIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

The meta-bean for ImmutableFixedOvernightSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

The meta-bean for ImmutableIborIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

The meta-bean for ImmutableThreeLegBasisSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

The meta-bean for ImmutableXCcyIborIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

The meta-bean for OvernightRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

The meta-bean for ThreeLegBasisSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

The meta-bean for XCcyIborIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swaption.CashSettlement

The meta-bean for CashSettlement.

meta() - Static method in class com.opengamma.strata.product.swaption.ExpandedSwaption

The meta-bean for ExpandedSwaption.

meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement

The meta-bean for PhysicalSettlement.

meta() - Static method in class com.opengamma.strata.product.swaption.Swaption

The meta-bean for Swaption.

meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

The meta-bean for SwaptionTrade.

meta() - Static method in class com.opengamma.strata.product.TradeInfo

The meta-bean for TradeInfo.

meta() - Static method in class com.opengamma.strata.product.UnitSecurity

The meta-bean for UnitSecurity.

meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport

The meta-bean for CashFlowReport.

meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

The meta-bean for FormatSettings.

meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults

The meta-bean for ReportCalculationResults.

meta() - Static method in class com.opengamma.strata.report.ReportRequirements

The meta-bean for ReportRequirements.

Meta() - Constructor for class com.opengamma.strata.report.ReportRequirements.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReport

The meta-bean for TradeReport.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn

The meta-bean for TradeReportColumn.

Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

The meta-bean for TradeReportTemplate.

metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate

metaBean() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

metaBean() - Method in class com.opengamma.strata.basics.currency.Payment

metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate

metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

metaBean() - Method in class com.opengamma.strata.basics.index.FloatingRateName

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId

metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey

metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

metaBean() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule

metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule

metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep

metaBean() - Method in class com.opengamma.strata.calc.CalculationRules

metaBean() - Method in class com.opengamma.strata.calc.Column

metaBean() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

metaBean() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

metaBean() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

metaBean() - Method in class com.opengamma.strata.calc.config.FunctionConfig

metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

metaBean() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

metaBean() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

metaBean() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

metaBean() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

metaBean() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

metaBean() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

metaBean() - Method in class com.opengamma.strata.calc.runner.Results

metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray

metaBean() - Method in class com.opengamma.strata.collect.id.StandardId

metaBean() - Method in class com.opengamma.strata.collect.id.StandardLink

metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement

metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange

metaBean() - Method in class com.opengamma.strata.collect.result.Failure

metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem

metaBean() - Method in class com.opengamma.strata.collect.result.Result

metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair

metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple

metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

metaBean() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows

metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts

metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup

metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

metaBean() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap

metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId

metaBean() - Method in class com.opengamma.strata.market.id.CurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId

metaBean() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

metaBean() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

metaBean() - Method in class com.opengamma.strata.market.id.QuoteId

metaBean() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

metaBean() - Method in class com.opengamma.strata.market.key.CurveGroupKey

metaBean() - Method in class com.opengamma.strata.market.key.CurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey

metaBean() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

metaBean() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike

metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike

metaBean() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

metaBean() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

metaBean() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

metaBean() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

metaBean() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

metaBean() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

metaBean() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

metaBean() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

metaBean() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

metaBean() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

metaBean() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

metaBean() - Method in class com.opengamma.strata.product.cms.Cms

metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg

metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod

metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade

metaBean() - Method in class com.opengamma.strata.product.cms.ExpandedCms

metaBean() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

metaBean() - Method in class com.opengamma.strata.product.credit.Cds

metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade

metaBean() - Method in class com.opengamma.strata.product.credit.ExpandedCds

metaBean() - Method in class com.opengamma.strata.product.credit.FeeLeg

metaBean() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

metaBean() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

metaBean() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

metaBean() - Method in class com.opengamma.strata.product.equity.Equity

metaBean() - Method in class com.opengamma.strata.product.equity.EquityTrade

metaBean() - Method in class com.opengamma.strata.product.fra.ExpandedFra

metaBean() - Method in class com.opengamma.strata.product.fra.Fra

metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade

metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

metaBean() - Method in class com.opengamma.strata.product.future.GenericFuture

metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureOption

metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf

metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle

metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap

metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

metaBean() - Method in class com.opengamma.strata.product.index.IborFuture

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade

metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment

metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.IborRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

metaBean() - Method in class com.opengamma.strata.product.SecurityLink

metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

metaBean() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

metaBean() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.FxReset

metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange

metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.StubCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.Swap

metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swaption.CashSettlement

metaBean() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption

metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

metaBean() - Method in class com.opengamma.strata.product.TradeInfo

metaBean() - Method in class com.opengamma.strata.product.UnitSecurity

metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults

metaBean() - Method in class com.opengamma.strata.report.ReportRequirements

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

The meta-property for the metadata property.

metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.CurveNode

Returns metadata for the node.

metadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

The meta-property for the metadata property.

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the curve metadata.

metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the metadata property.

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Creates the curve metadata.

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

The meta-property for the metadata property.

metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the surface metadata.

metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

The meta-property for the metadata property.

metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

The meta-bean for DefaultFunctionGroup.

metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

The meta-bean for DefaultScenarioResult.

metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

The meta-bean for FormatSettings.

metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig

The meta-bean for FunctionConfig.

metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

The meta-bean for ObjDoublePair.

metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

The meta-bean for ObjIntPair.

metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair

The meta-bean for Pair.

metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

The meta-bean for PerturbationMapping.

metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule

The meta-bean for PricingRule.

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.Results.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.Equity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityLink.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.UnitSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.Results.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.equity.Equity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityLink.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.UnitSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result

The meta-bean for Result.

metaScenarioMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

The meta-bean for ScenarioMarketDataBox.

metaScenarioValuesList(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

The meta-bean for ScenarioValuesList.

metaSecurityLink(Class<R>) - Static method in class com.opengamma.strata.product.SecurityLink

The meta-bean for SecurityLink.

metaSingleMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

The meta-bean for SingleMarketDataBox.

metaStandardLink(Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink

The meta-bean for StandardLink.

metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple

The meta-bean for Triple.

metaUnitSecurity(Class<R>) - Static method in class com.opengamma.strata.product.UnitSecurity

The meta-bean for UnitSecurity.

min() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the minimum value held in the array.

minimumPeriod(Period) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

Sets the minimum period between the value date and the first future.

minimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

The meta-property for the minimumPeriod property.

minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount subtracted.

minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount subtracted.

minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the specified amount subtracted from each value.

minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is equal to the difference between the matching values in this array and the other array.

minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.

missing() - Static method in class com.opengamma.strata.calc.config.FunctionConfig

Returns configuration for a function that is used when no function is configured to calculate a value.

MissingConfigCalculationFunction - Class in com.opengamma.strata.calc.config

Function used when there is no function registered that can calculate a requested value.

MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.calc.marketdata.mapping

ID mapping that returns the input ID if it has the feed MarketDataFeed.NO_RULE else it delegates to another instance to perform the mapping.

MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping

MissingDataAwareObservableFunction - Class in com.opengamma.strata.calc.marketdata.function

Observable market data function that handles data that can't be built because there was no market data rule for the calculation.

MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction

MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.calc.marketdata.function

Time series provider that handles data that can't be looked up because there was no market data rule for the calculation.

MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider

MissingMapping - Class in com.opengamma.strata.calc.marketdata.mapping

Market data mapping implementation used when there is no mapping for a key.

MissingMappingId - Class in com.opengamma.strata.calc.runner

Market data ID that wraps a key for which there is no market data mapping.

MissingMappingId.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for MissingMappingId.

MissingMappingMarketDataFunction - Class in com.opengamma.strata.calc.marketdata.function

Market data function that creates failures with helpful error messages when there is no mapping for an item of market data requested by a calculation.

MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.

MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.

MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.

modifiedDurationFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the modified duration of the fixed coupon bond product from yield.

modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

The meta-property for the modifyingValue property.

MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on moneyness, defined as strike/forward.

MoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on moneyness.

MoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for MoneynessStrike.

MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Monthly-IMM' date sequence.

MONTHS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the number of months relative to a base month - 'Months'.

MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency

A map of currency amounts keyed by currency.

MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for MultiCurrencyAmount.

MultiCurrencyAmountFxNdfFunction - Class in com.opengamma.strata.function.calculation.fx

Function which calculates values of a measure for an FxNdfTrade and returns a MultiCurrencyAmount.

MultiCurrencyAmountFxNdfFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxNdfFunction

MultiCurrencyAmountFxSingleFunction - Class in com.opengamma.strata.function.calculation.fx

Function which calculates values of a measure for an FxSingleTrade and returns a MultiCurrencyAmount.

MultiCurrencyAmountFxSingleFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSingleFunction

MultiCurrencyAmountFxSwapFunction - Class in com.opengamma.strata.function.calculation.fx

Function which calculates values of a measure for an FxSwapTrade and returns a MultiCurrencyAmount.

MultiCurrencyAmountFxSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSwapFunction

MultiCurrencyAmountSwapFunction - Class in com.opengamma.strata.function.calculation.swap

Abstract supertype for functions which calculate measures for SwapTrade and return MultiCurrencyAmount.

MultiCurrencyAmountSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.MultiCurrencyAmountSwapFunction

MultiCurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result

Arrays of currency values in multiple currencies representing the result of the same calculation performed for multiple scenarios.

MultiCurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for MultiCurrencyValuesArray.

multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the amount multiplied.

multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.

multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with each value multiplied by the specified factor.

multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is equal to the product of the matching values in this array and the other array.

multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with each value multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Multiplies the sensitivities in this instance by the specified factor.

multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Multiplies the sensitivities in this builder by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Multiplies the sensitivity values in this instance by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity

Mutable builder for sensitivity to a group of curves.

MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an empty instance.

MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivity.

MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivities.

mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Mutates each element in the array using an operator by mutation.

mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Adds a constant value to each element in the array by mutation.

mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Multiplies each element in the array by a value by mutation.

MX - Static variable in class com.opengamma.strata.basics.location.Country

The country 'MX' - Mexico.

MXN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'MXN' - Mexican Peso.

MY - Static variable in class com.opengamma.strata.basics.location.Country

The country 'MY' - Malaysia.

MYR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'MYR' - Malaysian Ringgit.

N

name() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the FX index name.

name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the index name, such as 'GBP-LIBOR-3M'.

name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the index name, such as 'GBP-SONIA'.

name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the index name, such as 'GB-HICP'.

name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Sets the name of the function group.

name(FunctionGroupName) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Sets the name of the function group.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

Sets the name of the curve group.

name() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

The meta-property for the name property.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Sets the name of the curve group definition.

name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the name property.

name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the curve name.

name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the convention name, such as 'USD-European'.

name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.

name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the convention name, such as 'GBP-Deposit'.

name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.

name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the convention name, such as 'EUR/USD', optional with defaulting getter.

name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.

name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the index name.

name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the convention name.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

Sets the name of the security, defaulted to an empty string.

name() - Method in class com.opengamma.strata.product.UnitSecurity.Meta

The meta-property for the name property.

Named - Interface in com.opengamma.strata.collect.named

A named instance.

NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named

A lookup for named instances.

NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Natural cubic spline interpolator.

NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Natural spline interpolator.

NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.

nearLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

The meta-property for the nearLeg property.

nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

The meta-property for the nearLeg property.

negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that negates the result of this predicate.

negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that negates the result of this predicate.

negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that negates the result of this predicate.

negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this CurrencyAmount with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.Payment

Returns a copy of this Payment with the value negated.

negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with a negative amount.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the negativeRateMethod property.

NegativeRateMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to handle a negative interest rate.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the negativeRateMethod property.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the negativeRateMethod property.

next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the next date in the sequence, always returning a date later than the input date.

next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day, always returning a later date.

next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Calculates the next date in the sequence after the input date.

nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters

Obtains an instance that finds the next leap day after the input date.

nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the next date in the sequence, returning the input date if it is a date in the sequence.

nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day, returning the input date if it is a business day.

nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters

Obtains a date adjuster that finds the next leap day on or after the input date.

nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.

nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

NL - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'NL' - Netherlands.

NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.

NO - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'NO' - Norway.

NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'NoAdjust' convention which makes no adjustment.

NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring no holidays and no weekends.

NO_RULE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed

A market data feed used to indicate there are no market data rules for a calculation.

NO_SEASONALITY - Static variable in class com.opengamma.strata.market.view.ForwardPriceIndexValues

The list used when there is no seasonality.

NodalCurve - Interface in com.opengamma.strata.market.curve

A curve based on double nodal points.

NodalCurveDefinition - Interface in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a nodal curve.

NodalSurface - Interface in com.opengamma.strata.market.surface

A surface based on double nodal points.

nodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

The meta-property for the nodeIndex property.

nodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

The meta-property for the nodeIndices property.

nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes in the curve.

nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes property in the builder from an array of objects.

nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the nodes property.

nodeSensitivity(IborFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Computes the sensitivity to the nodes used in the description of the normal volatility from a point sensitivity.

NOK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'NOK' - Norwegian Krone.

NoMatchingRuleId - Class in com.opengamma.strata.calc.runner

A market data ID indicating that there was no market matching data rule for a calculation so no market data can be built.

NoMatchingRuleId.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for NoMatchingRuleId.

NoMatchingRulesMarketDataFunction - Class in com.opengamma.strata.calc.marketdata

Market data function that creates failures with helpful error messages when the market data rules don't match a calculation target and there are no market data mappings.

nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

Sets the nominal payment of the product.

nominalPayment() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

The meta-property for the nominalPayment property.

NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

No specific rule applies.

NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed

A market data feed used where a feed is required but no data is expected to be requested.

NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'None' roll convention.

none() - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance that performs no rounding.

NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment

An instance that makes no adjustment to the value.

none() - Static method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction

Returns a builder that doesn't build any market data.

none() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider

Returns a time-series provider that is unable to source any time-series.

none() - Static method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation

Returns a perturbation that returns its input unchanged.

none() - Static method in interface com.opengamma.strata.collect.id.LinkResolver

Obtains a link resolver that is unable to resolve any links.

NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows

A cash flows instance to be used when there is no cash flow.

none() - Static method in interface com.opengamma.strata.market.Perturbation

Returns a perturbation that returns its input unchanged.

none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder representing no sensitivity.

NONE - Static variable in class com.opengamma.strata.product.swap.StubCalculation

An instance that has no special rate handling.

nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the nonObservables property.

noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and contains no nulls.

noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument collection is non-null and contains no nulls.

noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument map is non-null and contains no nulls.

NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index

Pricer of options on Ibor future with a normal model on the underlying future price.

NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Creates an instance.

NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Ibor future option.

NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Creates an instance.

normalize(double) - Method in enum com.opengamma.strata.basics.BuySell

Normalizes the specified notional amount using this buy/sell rule.

normalize() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Normalizes the adjustment.

normalize(double) - Method in enum com.opengamma.strata.basics.PayReceive

Normalizes the specified notional amount using this pay/receive rule.

normalize() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Normalizes the point sensitivities by sorting and merging, mutating the internal list.

normalize() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Normalizes the point sensitivities by sorting and merging.

normalize() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

normalized() - Method in class com.opengamma.strata.basics.date.Tenor

Normalizes the months and years of this tenor.

normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency

Normalizes the months and years of this tenor.

normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Normalizes the point sensitivities by sorting and merging.

NormalSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.

NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Creates an instance.

NormalSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with par yield curve method of cash settlement in a normal model on the swap rate.

NormalSwaptionCashParYieldTradePricer(NormalSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Creates an instance.

NormalSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for NormalSwaptionExpiryTenorVolatilities.

NormalSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in a normal model on the swap rate.

NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Creates an instance.

NormalSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with physical settlement in a normal model on the swap rate.

NormalSwaptionPhysicalTradePricer(NormalSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Creates an instance.

NormalSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model.

NormalVolatilityExpSimpleMoneynessIborFutureProvider - Class in com.opengamma.strata.pricer.index

Data provider of volatility for Ibor future options in the normal or Bachelier model.

NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder - Class in com.opengamma.strata.pricer.index

The bean-builder for NormalVolatilityExpSimpleMoneynessIborFutureProvider.

NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta - Class in com.opengamma.strata.pricer.index

The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.

NormalVolatilityIborFutureProvider - Interface in com.opengamma.strata.pricer.index

Data provider of volatility for Ibor future options in the normal or Bachelier model.

not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate

Returns a predicate that negates the original.

notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and not blank.

notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and not empty.

notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument iterable is non-null and not empty.

notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument collection is non-null and not empty.

notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument map is non-null and not empty.

NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The effective notional, which may be converted from the contract notional in the case of FX reset.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the notional amount, must be positive.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the notional amount, must be positive.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the notional property.

notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the notional amount, must be nonnegative.

notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the notional amount used to calculate fee payments.

notional() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the notional property.

notional - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The notional amount used to calculate fee payments.

notional(CurrencyAmount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.

notional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the notional of the futures.

notional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the notional property.

NotionalExchange - Class in com.opengamma.strata.product.swap

An exchange of notionals between two counterparties.

notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the flag indicating whether to exchange the notional.

notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the notionalExchange property.

NotionalExchange.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for NotionalExchange.

NotionalExchange.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for NotionalExchange.

NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap

A period over which interest is accrued with a single payment calculated using a notional.

NotionalSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of notional amounts.

notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the notional schedule.

notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the notionalSchedule property.

NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for NotionalSchedule.

NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for NotionalSchedule.

notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is greater than zero to within a given accuracy.

notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null.

notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified item is non-null.

notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not equal to zero to within a given accuracy.

nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the nth date in the sequence after the input date, always returning a date later than the input date.

nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the nth date in the sequence on or after the input date, returning the input date if it is a date in the sequence.

nuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the nuSensitivity property.

NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for the Federal Reserve Bank of New York, with code 'NYFD'.

NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for the New York Stock Exchange, with code 'NYSE'.

NZ - Static variable in class com.opengamma.strata.basics.location.Country

The country 'NZ' - New Zealand.

NZD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'NZD' - New Zealand Dollar.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one double.

ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an Object and a double.

ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple

The meta-bean for ObjDoublePair.

ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one double.

ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one int.

ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an Object and an int.

ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple

The meta-bean for ObjIntPair.

ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one int.

ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one long.

ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one long.

ObservableId - Interface in com.opengamma.strata.basics.market

A market data identifier that identifies observable data.

ObservableKey - Interface in com.opengamma.strata.basics.market

A market data key that identifies observable data.

ObservableMarketDataFunction - Interface in com.opengamma.strata.calc.marketdata.function

A function for building for items of observable market data.

observableRates(Map<CurrencyPair, QuoteKey>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

Sets the keys identifying FX rates which are observable in the market, keyed by their conventional currency pair.

observableRates() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

The meta-property for the observableRates property.

observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the observables property.

OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of rate observations.

of(String) - Static method in enum com.opengamma.strata.basics.BuySell

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.currency.Currency

Obtains an instance for the specified ISO-4217 three letter currency code.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains an instance of CurrencyAmount for the specified currency and amount.

of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.

of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Obtains an instance from two currencies.

of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an instance containing a single FX rate.

of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an instance containing a single FX rate.

of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate

Obtains an instance from two currencies.

of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate

Obtains an instance from a currency pair.

of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns an array of FX rates for a currency pair.

of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns an array of FX rates for a currency pair.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a currency and amount.

of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from an array of CurrencyAmount objects.

of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a list of CurrencyAmount objects.

of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a map of currency to amount.

of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount.

of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount.

of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate

Obtains an instance with no business day adjustment.

of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate

Obtains an instance with a business day adjustment.

of(BusinessDayConvention, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Obtains an instance using the specified convention and calendar.

of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar

Obtains an instance from the specified unique name.

of(String, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains an instance from a set of holiday dates and weekend days.

of(String, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains an instance from a set of holiday dates and weekend days.

of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Obtains an instance from the specified unique name.

of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period.

of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance from a Period.

of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor.

of(String) - Static method in class com.opengamma.strata.basics.index.FloatingRateName

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.location.Country

Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.

of(String) - Static method in enum com.opengamma.strata.basics.LongShort

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.market.FieldName

Obtains an instance from the specified name.

of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the feed.

of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the feed.

of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey

Obtains an instance representing the market FX rate associated with a currency pair.

of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey

Obtains an instance representing the market FX rate associated with a currency pair.

of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData

Obtains an instance from a valuation date and map of values.

of(Map<? extends ReferenceDataId, TypedReferenceData>) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData

Obtains an instance from a map of typed reference data.

of(Class<T>, T) - Static method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

Obtains an instance from a single piece of reference data.

of(Map<Class<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

Obtains an instance from a map of values keyed by type.

of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.MarketData

Obtains an instance from a valuation date and map of values.

of(LocalDate, Map<? extends MarketDataKey<?>, ?>, Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.basics.market.MarketData

Obtains an instance from a valuation date, map of values and time-series.

of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed

Obtains an instance from the specified name.

of(Map<? extends ReferenceDataId, TypedReferenceData>) - Static method in interface com.opengamma.strata.basics.market.ReferenceData

Obtains an instance from a map of typed reference data.

of(ScenarioMarketDataValue<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Obtains an instance containing the specified value.

of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Obtains an instance containing the specified market data values, one for each scenario.

of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Obtains an instance containing the specified market data values, one for each scenario.

of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

Obtains an instance containing the specified values.

of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

Obtains an instance containing the specified values.

of(T) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Obtains an instance containing a single market data value.

of(Map<Class<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.TypedReferenceData

Obtains an instance from a map of values keyed by type.

of(String) - Static method in enum com.opengamma.strata.basics.PayReceive

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.PutCall

Obtains an instance from the specified unique name.

of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance from a Period.

of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Obtains an instance based on a stub convention and end-of-month flag.

of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Obtains an instance based on roll and stub conventions.

of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the specified unique name.

of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Obtains an instance from the adjusted and unadjusted dates.

of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Obtains an instance from two dates.

of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Obtains an instance from the specified unique name.

of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives

Obtains an instance from a value and array of derivatives.

of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from a single value that does not change over time.

of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from an initial value and a list of changes.

of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from an initial value and a list of changes.

of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep

Obtains an instance that applies at the specified schedule period index.

of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep

Obtains an instance that applies at the specified date.

of(PricingRules, MarketDataRules, ReportingRules) - Static method in class com.opengamma.strata.calc.CalculationRules

Creates an instance specifying all the rules.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a calculation runner capable of performing calculations, specifying the executor.

of(Measure) - Static method in class com.opengamma.strata.calc.Column

Returns a column that contains the specified measure and uses the default calculation rules.

of(Measure, String) - Static method in class com.opengamma.strata.calc.Column

Returns a column that contains the specified measure and uses the default calculation rules.

of(ColumnDefinition) - Static method in class com.opengamma.strata.calc.Column

Returns a column defined by the definition that uses the default calculation rules.

of(Measure) - Static method in interface com.opengamma.strata.calc.ColumnDefinition

Returns a definition of a column that contains the same measure in all rows and whose name is the measure name.

of(Measure, String) - Static method in interface com.opengamma.strata.calc.ColumnDefinition

Returns a definition of a column with the specified name that contains the same measure in all rows.

of(String) - Static method in class com.opengamma.strata.calc.ColumnName

Obtains an instance from the specified name.

of(MarketDataMappings) - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

Obtains an instance that always returns the specified mappings.

of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

Obtains an instance returning the specified mappings for any of the target types.

of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

Obtains an instance returning the specified mappings for any of the target types.

of(MarketDataRule...) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

Obtains an instance based on the specified individual rules.

of(List<MarketDataRule>) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

Obtains an instance based on the specified individual rules.

of(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig

Obtains an instance for a function that does not contain any constructor arguments.

of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRule

Returns a market data rule that matches any target which is an instance of any of the target types.

of(MarketDataRule...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules

Returns a set of market data rules that delegates to multiple individual rules, returning the first valid mapping it finds.

of(String) - Static method in class com.opengamma.strata.calc.config.Measure

Obtains an instance from the specified name.

of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns a configured function group containing the specified function group and arguments.

of(FunctionGroup<?>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns a configured function group containing the specified function group and no arguments.

of(PricingRule<?>...) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

Obtains an instance based on the specified individual rules.

of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

Obtains an instance based on the specified individual rules.

of(String) - Static method in class com.opengamma.strata.calc.config.pricing.FunctionGroupName

Obtains an instance from the specified name.

of(PricingRules...) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Returns a rule set that tries each of the specified rule sets in turn and returns the first valid configuration it finds.

of(ReportingRules...) - Static method in interface com.opengamma.strata.calc.config.ReportingRules

Returns a rule set that tries each of the specified rule sets in turn and returns the first currency it finds.

of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance from a set of targets, columns and rules.

of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance containing a single market data ID.

of(Class<T>, MarketDataFilter<T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns a mapping containing a single perturbation.

of(CalculationTarget, int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a calculation result containing the target, the row and column in the results grid and the result of a calculation.

of(CalculationTarget, Measure, int, int, CalculationSingleFunction<? extends CalculationTarget, ?>, MarketDataMappings, ReportingRules) - Static method in class com.opengamma.strata.calc.runner.CalculationTask

Obtains configuration for a task that will calculate a value for a target.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a calculation task runner capable of performing calculations, specifying the executor.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of targets, columns and rules.

of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of tasks and columns.

of(Currency, DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Returns an instance with the specified currency and values.

of(List<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

Returns a set of scenario results containing the specified individual results.

of(T...) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

Returns a set of scenario results containing the specified individual results.

of(List<? extends FxConvertible<?>>) - Static method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

Returns an instance containing the specified individual values.

of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns an instance containing the values from the amounts.

of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns an instance containing the values from the list of amounts.

of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns an instance containing the values from a map of amounts with the same number of elements in each array.

of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider

Returns a rate provider which uses rates from the scenario at the specified index in the market data.

of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.MissingMappingId

Returns an ID wrapping a market data key for which there was no mapping.

of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

Returns an ID wrapping a key requested by a calculation for a target with no market data rules.

of(int, int, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.runner.Results

Returns a set of results for some calculations.

of() - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an empty immutable array.

of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with a single value.

of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with two values.

of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with three values.

of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with four values.

of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with five values.

of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with six values.

of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with seven values.

of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with eight values.

of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with more than eight values.

of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with entries filled using a function.

of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an empty instance.

of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an immutable array with the specified size and values.

of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

of(String, String) - Static method in class com.opengamma.strata.collect.id.StandardId

Obtains an instance from a scheme and value.

of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile

Parses the specified source as a CSV file.

of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile

Creates an instance from a list of headers and rows.

of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile

Obtains an instance, specifying the map of section to properties.

of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile

Parses the specified source as an INI file.

of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile

Parses the specified source as a properties file.

of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an instance from a map.

of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an instance from a map allowing for multiple values for each key.

of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a string locator.

of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile

Parses the specified source as an XML file to an in-memory DOM-like structure.

of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile

Parses the specified source as an XML file to an in-memory DOM-like structure.

of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum

Obtains an extended enum instance.

of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange

Obtains a half-open range of dates, including the start and excluding the end.

of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a success Result wrapping the value produced by the supplier.

of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Obtains a point from date and value.

of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains a time-series containing a single date and value.

of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Obtains an instance from two double elements.

of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Obtains an instance from an int and a double.

of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Obtains an instance from a long and a double.

of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Obtains an instance from an Object and a double.

of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

Obtains an instance from an Object and an int.

of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair

Obtains a pair inferring the types.

of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple

Obtains a triple inferring the types.

of(Map<CurrencyPair, QuoteKey>) - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns FX rate configuration built using the data in the map.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

Returns a mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

Returns a mapping that accepts a IborIndexCurveKey and returns a IborIndexCurveId with the name of the curve group that is the source of the curve.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

Returns a mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.

of() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

Obtains the standard instance.

of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

Returns a filter matching curves with the specified name.

of(Index) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

Returns a filter matching a curve for the specified index.

of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

Returns a filter which matches curves with the specified currency.

of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser

Obtains an instance from the specified unique name.

of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a single cash flow.

of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a list of cash flows.

of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(SwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Obtains an instance from a swap leg and amount.

of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

Creates a curve as the sum of a fixed curve and a spread curve.

of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant curve with a specific value.

of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant curve with a specific value.

of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant curve with a specific value.

of(CurveCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Obtains an instance from a multiple sensitivity entries.

of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(CurveMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Obtains an instance from the curve metadata, currency and sensitivity.

of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup

Returns a curve group containing the specified curves.

of(CurveGroupName, Collection<CurveGroupEntry>, Collection<NodalCurveDefinition>) - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Returns a curve group definition with the specified name and containing the specified entries.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType

Obtains an instance from the specified name.

of(Map<? extends MarketDataKey<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CurveInputs

Returns a CurveInputs instance containing the specified market data.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveName

Obtains an instance from the specified name.

of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

Obtains an instance, specifying the name and parameter count.

of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(CurveMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Obtains an instance from the curve metadata and sensitivity.

of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Creates an interpolated curve with metadata.

of(CurveName, Period[], LocalDate[], double[], CdsConvention, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Creates an instance of the par rates.

of(CurveName, Period[], LocalDate[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Creates an instance of the par rates.

of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Obtains an instance from the curve order and Jacobian matrix.

of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Creates node metadata using date and label.

of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Creates node metadata using date and tenor.

of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Creates node metadata using date, tenor and label.

of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Creates node metadata using date and year-month.

of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Creates node metadata using date, year-month and label.

of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.

of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(FixedIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(FixedOvernightSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.

of(FixedOvernightSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.

of(FixedOvernightSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.

of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template and rate key.

of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key and spread.

of(FraTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.

of(FxSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys.

of(FxSwapTemplate, ObservableKey, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys and label.

of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template and rate key.

of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key and spread.

of(IborFixingDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.

of(IborFutureTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template and rate key.

of(IborFutureTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key and spread.

of(IborFutureTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.

of(IborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(IborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(IborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template and rate key.

of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key and spread.

of(TermDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.

of(ThreeLegBasisSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template and rate.

of(ThreeLegBasisSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.

of(ThreeLegBasisSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.

of(XCcyIborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(XCcyIborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(XCcyIborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Returns a curve based on an underlying curve with a parallel shift applied to the Y values.

of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey

Obtains an instance from the specified name.

of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap

Creates an instance from a populated map.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId

Returns an ID identifying a curve group with a market data feed of MarketDataFeed.NONE.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId

Returns an ID identifying a curve group.

of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveInputsId

Returns an ID for the input data used when calibrating the specified curve.

of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId

Obtains an ID used to find the discount factor curve associated with a currency.

of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId

Obtains an ID used to find the discount factor curve associated with a currency.

of(IborIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(IborIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId

Returns an ID for market data for the specified index.

of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId

Returns an ID for market data for the specified index.

of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId

Returns an ID for the curve for the specified index.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

Creates an instance based on the reference information.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

Creates an instance based on the reference information.

of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

Creates an instance based on a currency.

of(OvernightIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(OvernightIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(PriceIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId

Returns an ID for the curve for the specified index.

of(PriceIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId

Returns an ID for the curve for the specified index.

of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId

Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE and a market data feed of MarketDataFeed.NONE.

of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId

Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE.

of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId

Returns an ID representing a market quote.

of(IborIndex) - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

Obtains an ID used to find swaption volatilities based on Fixed-Ibor swaps.

of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Obtains an instance from the specified unique name.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.key.CurveGroupKey

Returns a key identifying a curve group by name.

of(String) - Static method in class com.opengamma.strata.market.key.CurveGroupKey

Returns a key identifying a curve group by name.

of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.key.CurveInputsKey

Returns an key identifying the input data used when calibrating the specified curve.

of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey

Obtains an instance used to find the discount curve associated with a currency.

of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey

Obtains an instance used to obtain the forward curve associated with an Ibor index.

of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey

Creates a key to obtain the market value associated with an index.

of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey

Creates a key to obtain a specific field associated with an index.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

Creates an instance based on the reference information.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

Creates an instance based on the reference information.

of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

Creates an instance based on a currency.

of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey

Creates a key to obtain the forward curve associated with an index.

of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey

Creates a key to obtain the market value associated with an identifier.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey

Creates a key to obtain a specific field associated with an identifier.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

Returns a key identifying the market data with the specified ID and field name.

of(QuoteKey) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

Returns a key identifying the same market data as the quote key.

of(IborIndex) - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

Obtains a key used to find swaption volatilities based on Fixed-Ibor swaps.

of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike

Obtains an instance of Delta with the value of absolute delta.

of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness with the value of log-moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness with the value of moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike

Obtains an instance of Strike with the value of strike.

of(String) - Static method in class com.opengamma.strata.market.option.StrikeType

Obtains an instance from the specified name.

of(StandardId, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Obtains an instance based on the security ID.

of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Obtains an instance from currency pair, reference currency, reference date and sensitivity value.

of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.

of(FxIndex, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Obtains an instance from index, reference currency, fixing date and sensitivity value.

of(FxIndex, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Obtains an instance from index, reference currency, fixing date, sensitivity currency and sensitivity value.

of(CurrencyPair, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Obtains an instance based on the currency pair, specifying the sensitivity currency.

of(IborIndex, ZonedDateTime, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Obtains an instance based on the index.

of(IborIndex, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Obtains an instance based on the index, specifying the sensitivity currency.

of(IborIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Obtains an instance based on the index.

of(IborIndex, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Obtains an instance based on the index, specifying the sensitivity currency.

of(PriceIndex, YearMonth, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Obtains an instance based on the index.

of(PriceIndex, YearMonth, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Obtains an instance based on the index, specifying the sensitivity currency.

of(Currency, LocalDate, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, legal entity group and value.

of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains an instance from zero rate sensitivity and legal entity group.

of(Currency, LocalDate, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.

of(OvernightIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Obtains an instance based on the index.

of(OvernightIndex, LocalDate, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Obtains an instance based on the index, specifying the sensitivity currency.

of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from an array of sensitivity entries.

of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from a list of sensitivity entries.

of(Currency, LocalDate, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, bond group and value.

of(ZeroRateSensitivity, BondGroup) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains an instance from zero rate sensitivity and bond group.

of(Currency, LocalDate, Currency, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency, bond group and value.

of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Obtains an instance from the specified elements.

of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Obtains an instance from the specified elements.

of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Obtains an instance from the curve currency, date and value.

of(Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency and value.

of(String) - Static method in enum com.opengamma.strata.market.ShiftType

Obtains an instance from the specified unique name.

of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Creates a constant surface with a specific value.

of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Creates a constant surface with a specific value.

of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Creates a constant surface with a specific value.

of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, GridInterpolator2D) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Creates an interpolated surface with metadata.

of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Creates node metadata using year fraction, strike and currency pair.

of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Creates node using year fraction, strike, label and currency pair.

of(double, Strike) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Creates node metadata using year fraction and strike.

of(double, Strike, String) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Creates node using year fraction, strike and label.

of(double, double) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Creates node metadata using swap convention, year fraction and strike.

of(double, double, String) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Creates node using swap convention, year fraction, strike and label.

of(SurfaceCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Obtains an instance from a multiple sensitivity entries.

of(List<? extends SurfaceCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(SurfaceMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Obtains an instance from the surface metadata, currency and sensitivity.

of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.value.BondGroup

Obtains an instance from the specified name.

of(double) - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate

Creates an instance of the recovery rate.

of(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.market.value.LegalEntityGroup

Obtains an instance from the specified name.

of(DoubleArray) - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray

Obtains an instance wrapping a set of quotes.

of(String) - Static method in class com.opengamma.strata.market.ValueType

Obtains an instance from the specified name.

of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.DiscountFactors

Obtains an instance from a curve.

of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Obtains an instance based on two discount factors, one for each currency.

of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Obtains an instance based on discount factors and historic fixings.

of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Obtains an instance based on discount factors and historic fixings.

of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Obtains an instance based on discount factors and historic fixings.

of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Obtains an instance based on a curve with no seasonality adjustment.

of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries, DoubleArray) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Obtains an instance based on a curve with seasonality adjustment.

of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.IborIndexRates

Obtains an instance from a forward curve, with an empty time-series of fixings.

of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.IborIndexRates

Obtains an instance from a curve and time-series of fixings.

of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Obtains an instance based on discount factors and legal entity group.

of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates

Obtains an instance from a forward curve, with an empty time-series of fixings.

of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates

Obtains an instance from a curve and time-series of fixings.

of(DiscountFactors, BondGroup) - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Obtains an instance based on discount factors and bond group.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Obtains an instance based on a discount factor curve.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Obtains an instance based on a zero-rates curve.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Obtains an instance based on a zero-rates curve.

of(InterpolatedNodalSurface, StandardId, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Obtains an instance based on a surface.

of(List<? extends CalibrationMeasure<? extends Trade>>) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Obtains an instance from a list of individual trade-specific measures.

of(CalibrationMeasure<? extends Trade>...) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Obtains an instance from a list of individual trade-specific measures.

of(double, double, int, CalibrationMeasures) - Static method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator

Obtains an instance specifying tolerances and measures to use.

of(ImmutableRatesProvider, CurveGroupDefinition) - Static method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator

Obtains a generator from an existing provider and definition.

of(String, Class<R>, ToDoubleBiFunction<R, ImmutableRatesProvider>, BiFunction<R, ImmutableRatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

Obtains a calibrator for a specific type of trade.

of(NodalCurve, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Obtains an instance based on a curve.

of(NodalSurface, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Obtains an instance based on a surface.

of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Obtains an instance from Hull-White model parameters and the date-time for which it is valid.

of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.

of(InterpolatedNodalSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Obtains an instance based on a surface.

of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.

of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.

of(SabrInterestRateParameters, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Obtains an instance from the SABR model parameters and the date-time for which it is valid.

of(SabrInterestRateParameters, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Obtains an instance from the SABR model parameters and the date, time and zone for which it is valid.

of(String) - Static method in enum com.opengamma.strata.product.bond.YieldConvention

Obtains an instance from the specified unique name.

of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms

Obtains an instance from a CMS leg with no pay leg.

of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms

Obtains an instance from a CMS leg and a pay leg.

of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Obtains the type from a unique name.

of(ExpandedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ExpandedCms

Obtains an instance from a CMS leg with no pay leg.

of(ExpandedCmsLeg, ExpandedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ExpandedCms

Obtains an instance from a CMS leg and a pay leg.

of(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Obtains an instance from the specified unique name.

of(Payment, PeriodicPayments) - Static method in class com.opengamma.strata.product.credit.FeeLeg

Creates a fee leg from the fee and payments.

of(StandardId, int, int) - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Creates an instance.

of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.product.credit.PeriodicPayments

Creates an instance.

of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Creates an instance.

of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Obtains an instance from the specified unique name.

of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Obtains a convention based on the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified index.

of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified period and index.

of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified periods and convention.

of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Obtains a convention based on the specified index.

of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.

of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Obtains an instance from the specified unique name.

of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Obtains a template based on the specified period and convention.

of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Obtains an instance from the specified unique name.

of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Obtains a convention based on the specified index.

of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Obtains a template based on the specified period and index.

of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Obtains a template based on the specified periods and convention.

of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Obtains a convention based on the specified index.

of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Creates an ExpandedFx from two equivalent payments in different currencies.

of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle

Creates an ExpandedFx from two amounts and the value date.

of(ExpandedFxSingle, ExpandedFxSingle) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSwap

Creates an ExpandedFxSwap from two legs.

of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle from two amounts and the value date.

of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle using a rate.

of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap from two transactions.

of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Obtains an instance from the specified unique name.

of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Obtains a template based on the specified period and convention.

of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Obtains a template based on the specified periods and convention.

of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Obtains a convention based on the specified currency pair and spot date offset.

of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Obtains a convention based on the specified currency pair, spot date offset and adjustment.

of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Obtains an instance from the specified unique name.

of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Obtains a template based on the specified convention.

of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Creates a convention based on the specified index and the sequence of dates.

of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateObservation

Creates an FixedRateObservation.

of(LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date with a weight of 1.

of(LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date with a weight of 1.

of(IborIndex, List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Creates an IborAveragedRateObservation from an index and fixings.

of(IborIndex, IborIndex, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Creates an IborInterpolatedRateObservation from two indices and fixing date.

of(IborIndex, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborRateObservation

Creates an IborRateObservation from an index and fixing date.

of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Creates an InflationInterpolatedRateObservation from an index, reference start month and reference end month.

of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Creates an InflationMonthlyRateObservation from an index, reference start month and reference end month.

of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Creates an OvernightAveragedRateObservation from an index and period dates

of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Creates an OvernightAveragedRateObservation from an index, period dates and rate cut-off.

of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Creates an OvernightCompoundedRateObservation from an index and period dates

of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Creates an OvernightCompoundedRateObservation from an index, period dates and rate cut-off.

of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Obtains an instance from the specified unique name.

of(ExpandedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ExpandedSwap

Creates a swap from one or more swap legs.

of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

Obtains a rate calculation for the specified day count and rate.

of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Obtains an instance from the specified unique name.

of(FxIndex, Currency, LocalDate) - Static method in class com.opengamma.strata.product.swap.FxReset

Obtains an instance from the index, currency and fixing date.

of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Obtains an instance from the specified unique name.

of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

Obtains a rate calculation for the specified index.

of(String, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Obtains an instance from the specified name and template.

of(PriceIndex, int, boolean) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Obtains a rate calculation for the specified price index.

of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Obtains an instance based on a payment and schedule period.

of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Obtains an instance from the specified unique name.

of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalExchange

Creates a NotionalExchange from the date and amount.

of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a single amount that does not change over time.

of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a single amount that does not change over time.

of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a notional amount that can change over time.

of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Obtains an instance from the specified unique name.

of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Obtains a rate calculation for the specified index with accrual by compounding.

of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Obtains an instance from the specified unique name.

of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap

Creates a swap from one or more swap legs.

of(List<SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap

Creates a swap from one or more swap legs.

of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Obtains the type from a unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Creates a template based on the specified period, tenor and convention.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Obtains a convention based on the specified parameters.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Obtains a convention based on the specified index.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Obtains a convention based on the specified index, using the 'Compounded' accrual method.

of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a convention based on the specified index, specifying the accrual method.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Creates a template based on the specified period, tenor and convention.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType

Obtains an instance from the specified unique name.

of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates the result of evaluating a token against an object.

of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

Obtains settings from category and formatter.

of(LocalDate, List<Trade>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults

Returns a new set of calculations results.

of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport

Returns a new trade report.

ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

ofBus252(HolidayCalendar) - Static method in interface com.opengamma.strata.basics.date.DayCount

Obtains an instance of the 'Bus/252' day count based on a specific calendar.

ofBusinessDays(int, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of business days.

ofBusinessDays(int, HolidayCalendar, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of business days.

ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell

Converts a boolean "is buy" flag to the enum value.

ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of calendar days.

ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of calendar days.

ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with children and no attributes.

ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with children and attributes.

ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a fully qualified resource name.

ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a URL.

ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange

Obtains a closed range of dates, including the start and end.

ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with content and no attributes.

ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with content and attributes.

ofCurves(CurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.CurveGroup

Creates a curve group using a curve group definition and some existing curves.

ofCurves(CurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup

Creates a curve group using a curve group definition and a list of existing curves.

ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the day-of-month.

ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the day-of-week.

ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of days.

ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of days.

ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding

Obtains an instance that rounds to the specified number of decimal places.

ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance that rounds to the specified number of decimal places.

ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying an amount to add to the base value.

ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying a multiplication factor, adding it to the base value.

ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a File.

ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.StubCalculation

Obtains an instance with a single fixed rate.

ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.

ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.

ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap using forward points.

ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding

Obtains an instance from the number of decimal places and fraction.

ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance from the number of decimal places and fraction.

ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation

Obtains an instance with linear interpolation of two floating rates.

ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation

Obtains an instance with a single floating rate.

ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period using the last business day of month convention.

ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.

ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period using the last day of month convention.

ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.

ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort

Converts a boolean "is long" flag to the enum value.

ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of months.

ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of months.

ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying a multiplication factor to apply to the base value.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a standard multi-threaded calculation runner capable of performing calculations.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a standard multi-threaded calculation task runner capable of performing calculations.

ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.

ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result

Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.

ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Obtains an instance from a Pair.

ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Obtains an instance from a Pair.

ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Obtains an instance from a Pair.

ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Obtains an instance from a Pair.

ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

Obtains an instance from a Pair.

ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount to be paid.

ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive

Converts a boolean "is pay" flag to the enum value.

ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.

ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.

ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall

Converts a boolean "is put" flag to the enum value.

ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount to be received.

ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance that replaces the base value.

ofScenarioValue(ScenarioMarketDataValue<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(T...) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive

Converts a signed amount to the enum value.

ofSingleValue(T) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a single market data value that is used in all scenarios.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness from the strike and forward.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness from the strike and forward.

ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule

Obtains a 'Term' instance based on a single period.

ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by wrapping an array.

ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance by wrapping a double[][].

ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of weeks.

ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of weeks.

ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of years.

ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of years.

ONE_BASIS_POINT - Static variable in class com.opengamma.strata.function.calculation.AbstractCalculationFunction

One basis point, expressed as a double.

ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '1/1' day count, which always returns a day count of 1.

openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Opens a list entry to be populated.

or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that returns true if either predicates returns true.

or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that returns true if either predicates returns true.

or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that returns true if either predicates returns true.

order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the order property.

orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Obtains an ordered list of resource locators.

outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the currencies used in the calculation results.

outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the outputCurrencies property in the builder from an array of objects.

outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

The meta-property for the outputCurrencies property.

outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the outputCurrencies property.

overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range overlaps any dates in the specified range.

OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap

The method of accruing interest based on an Overnight index.

OvernightAveragedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate from a single Overnight index that is averaged daily.

OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightAveragedRateObservation.

OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightAveragedRateObservation.

OvernightCompoundedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate from a single Overnight index that is compounded daily.

OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightCompoundedRateObservation.

OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightCompoundedRateObservation.

OvernightIndex - Interface in com.opengamma.strata.basics.index

An overnight index, such as Sonia or Eonia.

overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Overnight index forward curve to the provider.

overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an index forward curve to the provider with associated time-series.

OvernightIndexCurveId - Class in com.opengamma.strata.market.id

A market data ID identifying the forward curve for an OvernightIndex.

OvernightIndexCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for OvernightIndexCurveId.

OvernightIndexCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the forward curve for an Overnight index.

OvernightIndexCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for OvernightIndexCurveKey.

OvernightIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.

OvernightIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for OvernightIndexCurveMapping.

OvernightIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds a Curve representing the forward curve of an Overnight index.

OvernightIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

OvernightIndexRates - Interface in com.opengamma.strata.market.view

Provides access to rates for an Overnight index.

overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an Overnight index.

OvernightIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard Overnight rate indices.

OvernightRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a floating rate swap leg based on an Overnight index.

OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for OvernightRateCalculation.

OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for OvernightRateCalculation.

OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a rate from an Overnight index curve.

OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for OvernightRateSensitivity.

OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Overnight index.

OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for OvernightRateSwapLegConvention.

OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for OvernightRateSwapLegConvention.

overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional start date of the first schedule period, overriding normal schedule generation.

overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the overrideStartDate property.

P

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 12 months (1 year).

P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 13 weeks (91 days).

P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of one day.

P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 1 month.

P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 1 week (7 days).

P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 26 weeks (182 days).

P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 2 months.

P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 2 weeks (14 days).

P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 3 months.

P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 4 months.

P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 4 weeks (28 days).

P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 52 weeks (364 days).

P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 6 months.

pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

The meta-property for the pair property.

pair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

The meta-property for the pair property.

pair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

The meta-property for the pair property.

pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

The meta-property for the pair property.

Pair<A,B> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of two elements.

Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple

The meta-bean for Pair.

pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.

pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing pairs.

PAR_RATE - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the par rate of the calculation target.

PAR_SPREAD - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the par spread of the calculation target.

ParallelShiftedCurve - Class in com.opengamma.strata.market.curve.perturb

A curve with a parallel shift applied to its y-values.

ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for ParallelShiftedCurve.

parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Applies a parallel shift to all the nodes.

parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Applies a parallel shift to all the nodes.

parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the parameterCount property.

parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the parameterMetadata property.

parameterMetadata(List<? extends CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the metadata about the parameters.

parameterMetadata(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata(List<? extends SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the metadata about the parameters.

parameterMetadata(SurfaceParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the parameterMetadata property.

parameters(NodalSurface) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the log-normal volatility surface.

parameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the parameters property.

parameters(InterpolatedNodalSurface) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the normal volatility surface.

parameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the parameters property.

parameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Computes the sensitivity of the y-value with respect to the curve parameters.

parRate(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the par rate of the expanded CDS product.

parRate(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par rate of the FRA product.

parRate(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the par rate of the Ibor future product.

parRate(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the par rate for swaps with a fixed leg.

parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the parRates property.

parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the parRates property.

parRateSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the par rate curve sensitivity for a swap with a fixed leg.

parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency

Parses a string to obtain a Currency.

parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Parses the string to produce a CurrencyAmount.

parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Parses a currency pair from a string with format AAA/BBB.

parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate

Parses a rate from a string with format AAA/BBB RATE.

parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor

Parses a formatted string representing the tenor.

parse(String) - Static method in class com.opengamma.strata.basics.location.Country

Parses a string to obtain a Country.

parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Parses a formatted string representing the frequency.

parse(String) - Static method in class com.opengamma.strata.collect.id.StandardId

Parses an StandardId from a formatted scheme and value.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Parses a DoublesPair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Parses an IntDoublePair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Parses a LongDoublePair from the standard string format.

parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'AdjustableDate' to an AdjustableDate.

parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.

parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessCenter' to a HolidayCalendar.

parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.

parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.

parseBuyerSeller(XmlElement, TradeInfo.Builder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BuyerSeller.model' to a BuySell.

parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Currency' to a Currency.

parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Money' to a CurrencyAmount.

parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'date' to a LocalDate.

parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'DayCountFraction' to a DayCount.

parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'decimal' to a double.

parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML frequency to a Frequency.

parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex.model' to an Index.

parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.

parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex' tenor to a Tenor.

parsePayerReceiver(XmlElement, TradeInfo.Builder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'PayerReceiver.model' to a PayReceive.

parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Period' to a Period.

parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.

parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'hourMinuteTime' to a LocalTime.

parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Parses a string into the corresponding root type.

parseTrade(XmlElement, FpmlDocument) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser

Parses a single FpML format trade.

parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Parses the trade header element.

parseTrades(ByteSource) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Parses the first trade from the specified source using the first party as ours.

parseTrades(ByteSource, String) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Creates an instance, parsing the specified source.

parseTrades(XmlElement, Map<String, XmlElement>, String) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Creates an instance, based on the specified element.

parSpread(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread of the bond future trade.

parSpread(LocalDate, ExpandedCds, NodalCurve, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

Calculate par spread on the specified valuation date.

parSpread(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par spread of the FRA product.

parSpread(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

The par spread is the spread that should be added to the FX points to have a zero value.

parSpread(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the par spread.

parSpread(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the par spread of the Ibor future trade.

parSpread(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the par spread of the Ibor future trade.

parSpread(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the par spread for swaps.

parSpreadSensitivity(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread sensitivity of the bond future trade.

parSpreadSensitivity(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par spread curve sensitivity of the FRA product.

parSpreadSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the par spread sensitivity to the curves.

parSpreadSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the par spread sensitivity of the Ibor future trade.

parSpreadSensitivity(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the par spread sensitivity of the Ibor future trade.

parSpreadSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the par spread curve sensitivity for a swap.

parSpreadSensitivityWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread sensitivity of the bond future trade with z-spread.

parSpreadWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread of the bond future trade with z-spread.

partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Partition the time-series into a pair of distinct series using a predicate.

partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Partition the time-series into a pair of distinct series using a predicate.

PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The pay-off rate, which includes adjustments like weighting, spread and gearing.

PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

Whether the entry is being paid or received.

payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets whether the accrued premium is paid in the event of a default.

payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the payAccruedOnDefault property.

payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets whether the accrued premium is paid in the event of a default.

payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the payAccruedOnDefault property.

payAccruedOnDefault - Variable in class com.opengamma.strata.product.credit.ExpandedCds

Whether the accrued premium is paid in the event of a default.

payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets whether the accrued premium is paid in the event of a default.

payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the payAccruedOnDefault property.

payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta

The meta-property for the payLeg property.

payLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

The meta-property for the payLeg property.

payLegCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules

Returns a rule that uses the target's pay leg currency as the reporting currency.

Payment - Class in com.opengamma.strata.basics.currency

A single payment of a known amount on a specific date.

payment(Payment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the upfront fee payment of the bond trade.

payment() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the payment property.

payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the payment.

payment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the payment property.

Payment.Builder - Class in com.opengamma.strata.basics.currency

The bean-builder for Payment.

Payment.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for Payment.

PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The currency of the payment.

PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, adjusted to be a valid business day if necessary.

PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment events.

PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment periods.

paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

Sets the amount of the notional exchange.

paymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

The meta-property for the paymentAmount property.

paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.

paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentBusinessDayAdjustment property.

paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the date that payment occurs.

paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the date that payment occurs.

paymentDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the paymentDate property.

paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the payment date.

paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

Sets the date that the forward settles.

paymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the date that the forward settles.

paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the date that the payment is made.

paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

Sets the date that the payment is made.

paymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the date that payment occurs.

paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the paymentDate property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the offset of payment from the base calculation period date.

paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the payment date from the start date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the offset of payment from the base calculation period date.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

PaymentEvent - Interface in com.opengamma.strata.product.swap

A payment event, where a single payment is made between two counterparties.

PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.swap

Pricer for payment events.

paymentEvents(List<? extends PaymentEvent>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

Sets the payment events that are associated with the swap leg.

paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

Sets the paymentEvents property in the builder from an array of objects.

paymentEvents() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

The meta-property for the paymentEvents property.

paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the additional payment events that are associated with the swap leg.

paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the paymentEvents property in the builder from an array of objects.

paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentEvents property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the periodic frequency defining when payments are made.

paymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the payment frequency.

paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the periodic frequency of payments.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentInterval(Period) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the nominal period between premium payments, such as 3 months or 6 months.

paymentInterval() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the paymentInterval property.

paymentInterval - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The nominal period between premium payments, such as 3 months or 6 months.

PaymentPeriod - Interface in com.opengamma.strata.product.swap

A period over which interest is accrued with a single payment.

PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.swap

Pricer for payment periods.

paymentPeriods(List<? extends PaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

Sets the payment periods that combine to form the swap leg.

paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

The meta-property for the paymentPeriods property.

paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the payment periods that combine to form the swap leg.

paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentPeriods property.

PaymentRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each payment is made relative to.

paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.

paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentRelativeTo property.

paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the periodic payment schedule.

paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the paymentSchedule property.

paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the payment period schedule.

paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the paymentSchedule property.

PaymentSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of payment dates relative to the accrual periods.

paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the payment schedule.

paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the paymentSchedule property.

PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for PaymentSchedule.

PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for PaymentSchedule.

PayReceive - Enum in com.opengamma.strata.basics

Flag indicating whether a financial instrument is "pay" or "receive".

payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets whether the payment is to be paid or received.

payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the payReceive property.

PEN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PEN' - Peruvian Nuevo Sol.

period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the period to be added.

period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the period property.

PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date

A convention defining how a period is added to a date.

PeriodAdditionConventions - Class in com.opengamma.strata.basics.date

Constants and implementations for standard period addition conventions.

PeriodAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a period of calendar days, months and years.

PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for PeriodAdjustment.

PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for PeriodAdjustment.

periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

Sets the periodic payments of the product.

periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

Sets the periodicPayments property in the builder from an array of objects.

periodicPayments() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

The meta-property for the periodicPayments property.

periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

Sets the periodic schedule of payments.

periodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

The meta-property for the periodicPayments property.

PeriodicPayments - Class in com.opengamma.strata.product.credit

Specifies a periodic schedule of fixed amounts

PeriodicPayments.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for PeriodicPayments.

PeriodicPayments.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for PeriodicPayments.

PeriodicSchedule - Class in com.opengamma.strata.basics.schedule

Definition of a periodic schedule.

periodicSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the accrual schedule.

periodicSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the periodicSchedule property.

PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for PeriodicSchedule.

PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for PeriodicSchedule.

periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the index of the schedule period boundary at which the change occurs.

periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the periodIndex property.

periodRate(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

periodRate(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the historic or forward rate at the specified fixing period.

periodRatePointSensitivity(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

periodRatePointSensitivity(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing period.

periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the schedule periods.

periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the periods property in the builder from an array of objects.

periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the periods property.

periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the period between the spot value date and the end date.

periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the periodToEnd property.

periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the period between the spot value date and the far date.

periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the periodToFar property.

periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the period between the spot value date and the near date.

periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the periodToNear property.

periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the periodToStart property.

perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

Sets perturbation that should be applied to market data as part of a scenario.

perturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

The meta-property for the perturbation property.

Perturbation<T> - Interface in com.opengamma.strata.market

Describes a perturbation applied to a single piece of data as part of a scenario.

PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata.scenario

Contains a market data perturbation and a filter that decides what market data it applies to.

PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata.scenario

The bean-builder for PerturbationMapping.

PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata.scenario

The meta-bean for PerturbationMapping.

PHP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PHP' - Philippine Peso.

physicalPricer() - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

Returns the physical swaption pricer.

PhysicalSettlement - Class in com.opengamma.strata.product.swaption

Defines the settlement type and settlement method of swaptions.

PhysicalSettlement.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for PhysicalSettlement.

PhysicalSettlement.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for PhysicalSettlement.

PKR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PKR' - Pakistani Rupee.

PL - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'PL' = Poland.

PLN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PLN' - Polish Zloty.

plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount added.

plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount added.

plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the specified amount added to each value.

plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is the sum of the matching values in this array and the other array.

plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is the sum of the matching values in this array and the other matrix.

PointSensitivities - Class in com.opengamma.strata.market.sensitivity

A collection of point sensitivities.

PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for PointSensitivities.

PointSensitivity - Interface in com.opengamma.strata.market.sensitivity

Point sensitivity.

PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity

Builder used to create point sensitivities.

positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with a positive amount.

PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Preceding' convention which adjusts to the previous business day.

predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Predicate interface.

premium(Payment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the optional premium of the product.

premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the premium property.

premium(CurrencyAmount) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the premium paid for the trade.

premium() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

Sets the premium of the FX option.

premium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the premium of the swaption.

premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the premium property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the premiumStyle property.

PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the present value of the calculation target.

PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The present value.

presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the presentValue property.

presentValue(BondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Calculates the present value of the bond future trade from the current price.

presentValue(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade from the underlying future price.

presentValue(BondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade from the current option price.

presentValue(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade.

presentValue(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value of the bond future trade.

presentValue(FixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value of the fixed coupon bond product.

presentValue(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade.

presentValue(ExpandedCds, NodalCurve, NodalCurve, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the present value of the expanded CDS product.

presentValue(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the present value of the expanded CDS product.

presentValue(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the present value of the Ibor fixing deposit product.

presentValue(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the present value of the Ibor fixing deposit trade.

presentValue(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment by discounting.

presentValue(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment with z-spread by discounting.

presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment by discounting.

presentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the present value of the FRA product.

presentValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the present value of the FRA trade.

presentValue(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value of the foreign exchange vanilla option product.

presentValue(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the present value of the foreign exchange vanilla option trade.

presentValue(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the present value of the NDF product.

presentValue(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the present value of the FX product by discounting each payment in its own currency.

presentValue(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the present value of the FX swap product.

presentValue(IborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Calculates the present value of the Ibor future trade from the current price.

presentValue(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the present value of the Ibor future trade.

presentValue(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value of the Ibor future trade.

presentValue(IborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade from the current option price.

presentValue(IborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade.

presentValue(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade from the underlying future price.

presentValue(DeliverableSwapFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer

Calculates the present value of the deliverable swap futures trade from the current price.

presentValue(DeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the present value of the deliverable swap futures trade.

presentValue(SwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value of the swap leg, converted to the specified currency.

presentValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value of the swap leg.

presentValue(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value of the swap product, converted to the specified currency.

presentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value of the swap product.

presentValue(SwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value of the swap trade, converted to the specified currency.

presentValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value of the swap trade.

presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the present value of a single payment event.

presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value of a single payment period.

presentValue(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the present value of the swaption trade.

presentValue(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value of the swaption product.

presentValue(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the present value of the swaption trade.

presentValue(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the present value of the swaption trade.

presentValue(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value of the swaption.

presentValue(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value of the swaption.

presentValueDelta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value delta of the foreign exchange vanilla option product.

presentValueDelta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value delta of the swaption.

presentValueDelta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value delta of the swaption.

presentValueFromCleanPrice(FixedCouponBondTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.

presentValueFromCleanPriceWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.

presentValueGamma(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value delta of the foreign exchange vanilla option product.

presentValueGamma(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value gamma of the swaption.

presentValueGamma(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value gamma of the swaption.

presentValueSensitivity(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the present value sensitivity of the bond future option trade.

presentValueSensitivity(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value sensitivity of the bond future trade.

presentValueSensitivity(FixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value sensitivity of the fixed coupon bond product.

presentValueSensitivity(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value sensitivity of the fixed coupon bond trade.

presentValueSensitivity(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the present value sensitivity of the Ibor fixing product.

presentValueSensitivity(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the present value sensitivity of the Ibor fixing deposit trade.

presentValueSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment.

presentValueSensitivity(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment with z-spread.

presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment.

presentValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the present value sensitivity of the FRA product.

presentValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the present value sensitivity of the FRA trade.

presentValueSensitivity(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value sensitivity of the foreign exchange vanilla option product.

presentValueSensitivity(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the present value sensitivity of the foreign exchange vanilla option trade.

presentValueSensitivity(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the present value curve sensitivity of the NDF product.

presentValueSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Compute the present value curve sensitivity of the FX product.

presentValueSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the present value sensitivity of the FX swap product.

presentValueSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the present value sensitivity of the Ibor future trade.

presentValueSensitivity(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value sensitivity of the Ibor future trade.

presentValueSensitivity(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the present value sensitivity of the Ibor future option trade.

presentValueSensitivity(DeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the present value sensitivity of the deliverable swap futures trade.

presentValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value sensitivity of the swap leg.

presentValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value sensitivity of the swap product.

presentValueSensitivity(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value sensitivity of the swap product converted in a given currency.

presentValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value sensitivity of the swap trade.

presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the present value sensitivity of a single payment event.

presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value sensitivity of a single payment period.

presentValueSensitivity(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivity(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivityBlackVolatility(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Computes the present value sensitivity to the Black volatility used in the pricing.

presentValueSensitivityBlackVolatility(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.

presentValueSensitivityBlackVolatility(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityBlackVolatility(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityHullWhiteParameter(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityHullWhiteParameter(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityHullWhiteParameter(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Computes the present value sensitivity to the normal volatility used in the pricing.

presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.

presentValueSensitivitySabrParameter(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Calculates the present value sensitivity to the SABR model parameters of the swaption product.

presentValueSensitivitySabrParameter(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the present value sensitivity to the SABR model parameters of the swaption trade.

presentValueSensitivitySabrParameter(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Calculates the present value sensitivity to the SABR model parameters of the swaption product.

presentValueSensitivitySabrParameter(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the present value sensitivity to the SABR model parameters of the swaption trade.

presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value sensitivity of the swaption.

presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption.

presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value sensitivity to the implied volatility of the swaption.

presentValueSensitivityVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value sensitivity to the implied volatility of the swaption.

presentValueSensitivityWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value sensitivity of the bond future trade with z-spread.

presentValueSensitivityWithZSpread(FixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value sensitivity of the fixed coupon bond with z-spread.

presentValueSensitivityWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.

presentValueTheta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value theta of the foreign exchange vanilla option product.

presentValueTheta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value of the swaption.

presentValueTheta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value of the swaption.

presentValueVega(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value vega of the foreign exchange vanilla option product.

presentValueWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value of the bond future trade with z-spread.

presentValueWithZSpread(FixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value of the fixed coupon bond product with z-spread.

presentValueWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade with z-spread.

previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the previous business day, always returning an earlier date.

previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Calculates the previous date in the sequence after the input date.

previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the previous business day, returning the input date if it is a business day.

price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price.

price(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price of the bond future option product.

price(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price of the bond future option product based on the price of the underlying future.

price(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the price of the bond future option trade.

price(BondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price of the bond future product.

price(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the price of the bond future trade.

price(LocalDate, ExpandedCds, NodalCurve, NodalCurve, double, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

Calculate present value on the specified valuation date.

price(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the price of the foreign exchange vanilla option product.

price(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Calculates the price of the Ibor future product.

price(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the price of the Ibor future trade.

price(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price of the Ibor future product.

price(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the price of the Ibor future trade.

price(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the price of the Ibor future option trade.

price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price of the Ibor future option product.

price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price of the Ibor future option product based on the price of the underlying future.

price(DeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Calculates the price of the deliverable swap futures product.

price(DeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the price of the underlying deliverable swap futures product.

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a price index, as used for inflation products - 'PriceIndex'.

priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price delta.

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price gamma.

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

PriceIndex - Interface in com.opengamma.strata.basics.index

An index of prices.

PriceIndexCurveId - Class in com.opengamma.strata.market.id

A market data ID identifying the forward curve for a PriceIndex.

PriceIndexCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for PriceIndexCurveId.

PriceIndexCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the forward curve for a PriceIndex.

PriceIndexCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for PriceIndexCurveKey.

priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider

PriceIndexValues - Interface in com.opengamma.strata.market.view

Provides access to the values of a price index.

priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the priceIndexValues property.

priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

priceIndexValues(PriceIndexValues...) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds price index values to the provider.

priceIndexValues(Map<? extends PriceIndex, ? extends PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds price index values to the provider.

priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the values for an Price index.

PriceIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard price indices.

pricer() - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction

Returns the pricer.

pricer() - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction

Returns the pricer.

prices(String) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

priceSensitivity(BondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price sensitivity of the bond future product.

priceSensitivity(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivity(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivity(DeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Calculates the price sensitivity of the deliverable swap futures product.

priceSensitivityBlackVolatility(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.

priceSensitivityBlackVolatility(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.

priceSensitivityHullWhiteParameter(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.

priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.

priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.

priceSensitivityStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity of the bond future option product based on curves.

priceSensitivityStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity of the bond future option product based on the price of the underlying future.

priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity of the Ibor future option product based on curves.

priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.

priceSensitivityWithZSpread(BondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price sensitivity of the bond future product with z-spread.

priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price theta.

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price vega.

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceWithZSpread(BondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price of the bond future product with z-spread.

priceWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the price of the bond future trade with z-spread.

PricingException - Exception in com.opengamma.strata.pricer

Exception thrown when pricing fails.

PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException

Creates an instance based on a message.

PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException

Creates an instance based on a message and cause.

PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

Single pricing rule that specifies the function group and parameters that should be used to calculate the value of a measure for a target.

PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

The meta-bean for PricingRule.

PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

Mutable builder for building instances of PricingRule.

pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

Sets the rules defining how calculations should be performed.

pricingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the pricingRules property.

pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the pricing rules that apply to this column in addition to the default rules.

pricingRules() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the pricingRules property.

PricingRules - Interface in com.opengamma.strata.calc.config.pricing

Pricing rules specify how a measure should be calculated for a target.

pricingRules() - Static method in class com.opengamma.strata.function.StandardComponents

Returns the standard pricing rules.

product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the CMS product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the product property.

product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

Sets the credit default swap that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

The meta-property for the product property.

product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

Sets the Ibor fixing deposit product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

The meta-property for the product property.

product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

Sets the term deposit product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

The meta-property for the product property.

product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

Sets the FRA product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

The meta-property for the product property.

product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

Sets the product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

The meta-property for the product property.

product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

Sets the product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

The meta-property for the product property.

product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

Sets the FX swap product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

The meta-property for the product property.

product(FxVanillaOption) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

Sets the FX option product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

The meta-property for the product property.

product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

Sets the product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

The meta-property for the product property.

Product - Interface in com.opengamma.strata.product

A financial product that can be traded.

product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

Sets the swap product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

The meta-property for the product property.

product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the swaption product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the product property.

product(P) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

Sets the product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.UnitSecurity.Meta

The meta-property for the product property.

PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Product polynomial extrapolator.

productId(StandardId) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

Sets the base product identifier.

productId() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

The meta-property for the productId property.

productId(StandardId) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the base product identifier.

productId() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the productId property.

ProductTrade<P extends Product> - Interface in com.opengamma.strata.product

A trade that is directly based on a product.

productType(Class<P>) - Method in class com.opengamma.strata.product.SecurityLink.Builder

Sets the type of the product.

productType() - Method in class com.opengamma.strata.product.SecurityLink.Meta

The meta-property for the productType property.

PropertiesFile - Class in com.opengamma.strata.collect.io

A properties file.

property(String) - Method in class com.opengamma.strata.basics.currency.FxRate

property(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

property(String) - Method in class com.opengamma.strata.basics.currency.Payment

property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate

property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

property(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName

property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

property(String) - Method in class com.opengamma.strata.basics.market.FxRateId

property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey

property(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

property(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

property(String) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

property(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

property(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

property(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule

property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

property(String) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule

property(String) - Method in class com.opengamma.strata.basics.value.ValueStep

property(String) - Method in class com.opengamma.strata.calc.CalculationRules

property(String) - Method in class com.opengamma.strata.calc.Column

property(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

property(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

property(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

property(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig

property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

property(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

property(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

property(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

property(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

property(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

property(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId

property(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

property(String) - Method in class com.opengamma.strata.calc.runner.Results

property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray

property(String) - Method in class com.opengamma.strata.collect.id.StandardId

property(String) - Method in class com.opengamma.strata.collect.id.StandardLink

property(String) - Method in class com.opengamma.strata.collect.io.XmlElement

property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange

property(String) - Method in class com.opengamma.strata.collect.result.Failure

property(String) - Method in class com.opengamma.strata.collect.result.FailureItem

property(String) - Method in class com.opengamma.strata.collect.result.Result

property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

property(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

property(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

property(String) - Method in class com.opengamma.strata.collect.tuple.Pair

property(String) - Method in class com.opengamma.strata.collect.tuple.Triple

property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

property(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

property(String) - Method in class com.opengamma.strata.market.amount.CashFlow

property(String) - Method in class com.opengamma.strata.market.amount.CashFlows

property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts

property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

property(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup

property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

property(String) - Method in class com.opengamma.strata.market.curve.CurveInputs

property(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize

property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

property(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

property(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

property(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

property(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

property(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

property(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

property(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap

property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId

property(String) - Method in class com.opengamma.strata.market.id.CurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId

property(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId

property(String) - Method in class com.opengamma.strata.market.id.IndexRateId

property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

property(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

property(String) - Method in class com.opengamma.strata.market.id.QuoteId

property(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

property(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey

property(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey

property(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

property(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

property(String) - Method in class com.opengamma.strata.market.key.QuoteKey

property(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

property(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

property(String) - Method in class com.opengamma.strata.market.option.DeltaStrike

property(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

property(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike

property(String) - Method in class com.opengamma.strata.market.option.SimpleStrike

property(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

property(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

property(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

property(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

property(String) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

property(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

property(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

property(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

property(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

property(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

property(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

property(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

property(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

property(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

property(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

property(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

property(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

property(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

property(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

property(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

property(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

property(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

property(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

property(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

property(String) - Method in class com.opengamma.strata.product.bond.BondFuture

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

property(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

property(String) - Method in class com.opengamma.strata.product.cms.Cms

property(String) - Method in class com.opengamma.strata.product.cms.CmsLeg

property(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod

property(String) - Method in class com.opengamma.strata.product.cms.CmsTrade

property(String) - Method in class com.opengamma.strata.product.cms.ExpandedCms

property(String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

property(String) - Method in class com.opengamma.strata.product.credit.Cds

property(String) - Method in class com.opengamma.strata.product.credit.CdsTrade

property(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds

property(String) - Method in class com.opengamma.strata.product.credit.FeeLeg

property(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

property(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments

property(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

property(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

property(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

property(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

property(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

property(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

property(String) - Method in class com.opengamma.strata.product.equity.Equity

property(String) - Method in class com.opengamma.strata.product.equity.EquityTrade

property(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra

property(String) - Method in class com.opengamma.strata.product.fra.Fra

property(String) - Method in class com.opengamma.strata.product.fra.FraTrade

property(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

property(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

property(String) - Method in class com.opengamma.strata.product.future.GenericFuture

property(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption

property(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

property(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade

property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

property(String) - Method in class com.opengamma.strata.product.fx.FxNdf

property(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

property(String) - Method in class com.opengamma.strata.product.fx.FxSingle

property(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

property(String) - Method in class com.opengamma.strata.product.fx.FxSwap

property(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption

property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

property(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

property(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

property(String) - Method in class com.opengamma.strata.product.index.IborFuture

property(String) - Method in class com.opengamma.strata.product.index.IborFutureOption

property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

property(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade

property(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

property(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

property(String) - Method in class com.opengamma.strata.product.payment.BulletPayment

property(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

property(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

property(String) - Method in class com.opengamma.strata.product.SecurityLink

property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

property(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap

property(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.FxReset

property(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

property(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

property(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

property(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange

property(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule

property(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

property(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

property(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

property(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule

property(String) - Method in class com.opengamma.strata.product.swap.StubCalculation

property(String) - Method in class com.opengamma.strata.product.swap.Swap

property(String) - Method in class com.opengamma.strata.product.swap.SwapTrade

property(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement

property(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

property(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

property(String) - Method in class com.opengamma.strata.product.swaption.Swaption

property(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

property(String) - Method in class com.opengamma.strata.product.TradeInfo

property(String) - Method in class com.opengamma.strata.product.UnitSecurity

property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

property(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings

property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults

property(String) - Method in class com.opengamma.strata.report.ReportRequirements

property(String) - Method in class com.opengamma.strata.report.trade.TradeReport

property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityLink.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.UnitSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate

propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

propertyNames() - Method in class com.opengamma.strata.basics.currency.Payment

propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate

propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.index.FloatingRateName

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId

propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey

propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

propertyNames() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule

propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep

propertyNames() - Method in class com.opengamma.strata.calc.CalculationRules

propertyNames() - Method in class com.opengamma.strata.calc.Column

propertyNames() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

propertyNames() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

propertyNames() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

propertyNames() - Method in class com.opengamma.strata.calc.config.FunctionConfig

propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

propertyNames() - Method in class com.opengamma.strata.calc.runner.CalculationResult

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

propertyNames() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

propertyNames() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

propertyNames() - Method in class com.opengamma.strata.calc.runner.Results

propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray

propertyNames() - Method in class com.opengamma.strata.collect.id.StandardId

propertyNames() - Method in class com.opengamma.strata.collect.id.StandardLink

propertyNames() - Method in class com.opengamma.strata.collect.io.XmlElement

propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange

propertyNames() - Method in class com.opengamma.strata.collect.result.Failure

propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem

propertyNames() - Method in class com.opengamma.strata.collect.result.Result

propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple

propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

propertyNames() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow

propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows

propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts

propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

propertyNames() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveInputs

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

propertyNames() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

propertyNames() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap

propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId

propertyNames() - Method in class com.opengamma.strata.market.id.CurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId

propertyNames() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

propertyNames() - Method in class com.opengamma.strata.market.key.CurveGroupKey

propertyNames() - Method in class com.opengamma.strata.market.key.CurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey

propertyNames() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

propertyNames() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

propertyNames() - Method in class com.opengamma.strata.market.option.DeltaStrike

propertyNames() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

propertyNames() - Method in class com.opengamma.strata.market.option.MoneynessStrike

propertyNames() - Method in class com.opengamma.strata.market.option.SimpleStrike

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

propertyNames() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

propertyNames() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

propertyNames() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

propertyNames() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

propertyNames() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

propertyNames() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

propertyNames() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

propertyNames() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

propertyNames() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

propertyNames() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

propertyNames() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

propertyNames() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

propertyNames() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFuture

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOption

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

propertyNames() - Method in class com.opengamma.strata.product.cms.Cms

propertyNames() - Method in class com.opengamma.strata.product.cms.CmsLeg

propertyNames() - Method in class com.opengamma.strata.product.cms.CmsPeriod

propertyNames() - Method in class com.opengamma.strata.product.cms.CmsTrade

propertyNames() - Method in class com.opengamma.strata.product.cms.ExpandedCms

propertyNames() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

propertyNames() - Method in class com.opengamma.strata.product.credit.Cds

propertyNames() - Method in class com.opengamma.strata.product.credit.CdsTrade

propertyNames() - Method in class com.opengamma.strata.product.credit.ExpandedCds

propertyNames() - Method in class com.opengamma.strata.product.credit.FeeLeg

propertyNames() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

propertyNames() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

propertyNames() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

propertyNames() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

propertyNames() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

propertyNames() - Method in class com.opengamma.strata.product.equity.Equity

propertyNames() - Method in class com.opengamma.strata.product.equity.EquityTrade

propertyNames() - Method in class com.opengamma.strata.product.fra.ExpandedFra

propertyNames() - Method in class com.opengamma.strata.product.fra.Fra

propertyNames() - Method in class com.opengamma.strata.product.fra.FraTrade

propertyNames() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

propertyNames() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

propertyNames() - Method in class com.opengamma.strata.product.future.GenericFuture

propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureOption

propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdf

propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingle

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwap

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.index.IborFuture

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOption

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

propertyNames() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPayment

propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

propertyNames() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.IborRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.SecurityLink

propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

propertyNames() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.FxReset

propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

propertyNames() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

propertyNames() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalExchange

propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

propertyNames() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

propertyNames() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

propertyNames() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

propertyNames() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.ResetSchedule

propertyNames() - Method in class com.opengamma.strata.product.swap.StubCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.Swap

propertyNames() - Method in class com.opengamma.strata.product.swap.SwapTrade

propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swaption.CashSettlement

propertyNames() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

propertyNames() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

propertyNames() - Method in class com.opengamma.strata.product.swaption.Swaption

propertyNames() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

propertyNames() - Method in class com.opengamma.strata.product.TradeInfo

propertyNames() - Method in class com.opengamma.strata.product.UnitSecurity

propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

propertyNames() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults

propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements

propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport

propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

PropertySet - Class in com.opengamma.strata.collect.io

A map of key-value properties.

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityLink.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.UnitSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

PT - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'PT' - Portugal.

publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the number of days to add to the fixing date to obtain the publication date.

publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the publicationDateOffset property.

publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the publication frequency of the index.

publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the publicationFrequency property.

put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the specified date/value point into this builder.

put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the specified date/value point into this builder.

put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Puts a single value into the map.

putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified dates and values into this builder.

putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified points into this builder.

putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified points into this builder.

putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the contents of the specified builder into this builder.

putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the entries from the supplied map into this builder.

PutCall - Enum in com.opengamma.strata.basics

Flag indicating whether a trade is "put" or "call".

putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the putCall property.

PV01 - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the PV01 of the calculation target.

pvbp(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the Present Value of a Basis Point for a swap leg.

pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value of a basis point of a period.

pvbpSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.

pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value of a basis point sensitivity of a single payment period.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Quadratic left extrapolator.

quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the quantity, indicating the number of option contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the quantity, indicating the number of contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the quantity, indicating the number of bond contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the quantity of the equity that has been traded.

quantity() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

Sets the quantity, indicating the number of contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

Sets the quantity, indicating the number of contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the quantity, indicating the number of option contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the quantity, indicating the number of future contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the quantity, indicating the number of future contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the quantity property.

QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Quarterly-IMM' date sequence.

QuoteId - Class in com.opengamma.strata.market.id

The ID of a market quote.

QuoteId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for QuoteId.

QuoteKey - Class in com.opengamma.strata.market.key

Market data key identifying the current and historical values of a market identifier.

QuoteKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for QuoteKey.

quotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

The meta-property for the quotes property.

QuotesArray - Class in com.opengamma.strata.market.value.scenario

Container for values for an item of quoted market data in multiple scenarios.

QuotesArray.Meta - Class in com.opengamma.strata.market.value.scenario

The meta-bean for QuotesArray.

QuotesArrayKey - Class in com.opengamma.strata.market.key.scenario

A key identifying a QuotesArray containing values for a piece of quoted market data in multiple scenarios.

QuotesArrayKey.Meta - Class in com.opengamma.strata.market.key.scenario

The meta-bean for QuotesArrayKey.

QuotesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of quotes into memory from CSV resources.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

The meta-property for the rate property.

rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

rate(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

rate(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Gets the forward rate at the specified fixing date.

rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Determines the applicable rate for the observation.

rate(double) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

Sets the fixed rate of interest.

rate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

The meta-property for the rate property.

rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the fixed interest rate to be paid.

rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the rate property.

rate(double) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

Sets the fixed rate to be paid.

rate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

The meta-property for the rate property.

rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the interest rate to be paid.

rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the rate property.

RateAccrualPeriod - Class in com.opengamma.strata.product.swap

A period over which a fixed or floating rate is accrued.

RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RateAccrualPeriod.

RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RateAccrualPeriod.

RateCalculation - Interface in com.opengamma.strata.product.swap

The accrual calculation part of an interest rate swap leg.

RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap

A rate swap leg defined using a parameterized schedule and calculation.

RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RateCalculationSwapLeg.

RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RateCalculationSwapLeg.

RateCurveCurrencyFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter which matches rate curves with a specific currency.

RateCurveCurrencyFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for RateCurveCurrencyFilter.

RateCurveId - Interface in com.opengamma.strata.market.id

Market data ID identifying a rates curve.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the rateCutOffDays property.

rateFxSpotSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

rateFxSpotSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the sensitivity of the forward rate to the spot FX rate.

rateIgnoringTimeSeries(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

rateIgnoringTimeSeries(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Ignores the time-series to get the forward rate at the specified fixing date, used in rare and special cases.

rateIgnoringTimeSeriesPointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

rateIgnoringTimeSeriesPointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Ignores the time-series to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.

RateIndex - Interface in com.opengamma.strata.basics.index

A index of interest rates, such as an Overnight or Inter-Bank rate.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the key identifying the market data value which provides the price.

rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the rateKey property.

RateObservation - Interface in com.opengamma.strata.product.rate

Defines a mechanism for observing an interest rate.

rateObservation(RateObservation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the rate to be observed.

rateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the rateObservation property.

RateObservationFn<T extends RateObservation> - Interface in com.opengamma.strata.pricer.rate

Observes a rate from an index.

RatePaymentPeriod - Class in com.opengamma.strata.product.swap

A period over which a rate of interest is paid.

RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RatePaymentPeriod.

RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RatePaymentPeriod.

RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap

A rate swap leg defined using payment and accrual periods.

RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RatePeriodSwapLeg.

RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RatePeriodSwapLeg.

ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the point sensitivity of the forward rate at the specified fixing date.

ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

rates() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

The meta-property for the rates property.

RatesCalibrationCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of definitions to calibrate rates curves by reading from CSV resources.

RatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of rates curves into memory by reading from CSV resources.

rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Determines the point sensitivity for the rate observation.

RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity

Computes the curve parameter sensitivity by finite difference.

RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Create an instance of the finite difference calculator.

RatesProvider - Interface in com.opengamma.strata.pricer.rate

A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

RatesProviderGenerator - Interface in com.opengamma.strata.pricer.calibration

Generates a RatesProvider from a set of parameters.

reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the reason property.

reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the reason property.

receiveLegCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules

Returns a rule that uses the target's receive leg currency as the reporting currency.

RECIPROCAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Reciprocal extrapolator.

RECOVERY01 - Static variable in class com.opengamma.strata.calc.config.Measure

Measure representing the (scalar) PV change to a 1 bps shift in recovery rate.

recovery01(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in recovery rate.

recoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

The meta-property for the recoveryRate property.

reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Reduces this array returning a single value.

reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Reduces this matrix returning a single value.

referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the referenceCurrency property.

referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the referenceCurrency property.

referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

Sets the currency of the notional amount defined in the contract.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

The meta-property for the referenceCurrency property.

referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the currency of the notional amount defined in the contract.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the referenceCurrency property.

referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the currency of the notional amount defined in the contract.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the referenceCurrency property.

ReferenceData - Interface in com.opengamma.strata.basics.market

Provides access to reference data, such as securities and time-series.

ReferenceDataId - Interface in com.opengamma.strata.basics.market

An identifier for a unique item of reference data.

referenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the referenceDate property.

referenceDate(LocalDate) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Calculates the reference date of the trade.

referenceEndInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Sets the reference month used for interpolation for the index relative to the accrual end date.

referenceEndInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the referenceEndInterpolationMonth property.

referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Sets the reference month for the index relative to the accrual end date.

referenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the referenceEndMonth property.

referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

Sets the reference month for the index relative to the accrual end date.

referenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

The meta-property for the referenceEndMonth property.

referenceEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the CDS single-name identifier, such as a RED entity code.

referenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the referenceEntityId property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

The meta-property for the referenceInformation property.

referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the reference against which protection applies.

referenceInformation() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the referenceInformation property.

ReferenceInformation - Interface in com.opengamma.strata.product.credit

Identifies the reference that credit protection applies to.

ReferenceInformationType - Enum in com.opengamma.strata.product.credit

Defines the type of the CDS underlying that protection applies to.

referenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

The meta-property for the referenceMonth property.

referencePrice(IborFutureTrade, LocalDate, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Calculates the reference price for a futures trade.

referenceStartInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Sets the reference month used for interpolation for the index relative to the accrual start date.

referenceStartInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the referenceStartInterpolationMonth property.

referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Sets the reference month for the index relative to the accrual start date.

referenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the referenceStartMonth property.

referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

Sets the reference month for the index relative to the accrual start date.

referenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

The meta-property for the referenceStartMonth property.

region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the region of the index.

region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the region property.

relative(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Creates a shift that multiplies the values at each curve node by a scaling factor.

relative(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Creates a shift that multiplies the values at each curve node by a scaling factor.

relative(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Creates a shift that multiplies the value at the specified node by a scaling factor.

relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Returns a curve based on an underlying curve with a scaling applied to the Y values.

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Converts a date to a relative double time.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Converts a date to a relative double time.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

relativeTime(LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Converts a date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Converts a date to a relative double time.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

relativeTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

Sets the relative tolerance for the root finder.

relativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

The meta-property for the relativeTolerance property.

relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the relative year fraction between the specified dates.

relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the relative year fraction between the specified dates.

RepoCurveDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a repo curve.

repoCurveDiscountFactors(StandardId, StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Gets the discount factors of a repo curve for standard IDs and a currency.

RepoCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for RepoCurveDiscountFactors.

repoCurves(Map<Pair<BondGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the repo curves, defaulted to an empty map.

repoCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the repoCurves property.

RepoCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to the repo curve.

RepoCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for RepoCurveZeroRateSensitivity.

Report - Interface in com.opengamma.strata.report

Represents a business report.

ReportCalculationResults - Class in com.opengamma.strata.report

Stores a set of engine calculation results along with the context required to run reports.

ReportCalculationResults.Builder - Class in com.opengamma.strata.report

The bean-builder for ReportCalculationResults.

ReportCalculationResults.Meta - Class in com.opengamma.strata.report

The meta-bean for ReportCalculationResults.

ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.framework.format

Common base class for formatting reports into ASCII tables or CSV format.

ReportFormatter(FormatSettings<Object>) - Constructor for class com.opengamma.strata.report.framework.format.ReportFormatter

Creates a new formatter with a set of default format settings.

reportingCurrency(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.ReportingRules

Returns the currency which should be used when reporting calculation results for the target.

reportingRules(ReportingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

Sets the rules defining how calculation results should be reported.

reportingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the reportingRules property.

reportingRules(ReportingRules) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the reporting rules that apply to this column in addition to the default rules.

reportingRules() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the reportingRules property.

ReportingRules - Interface in com.opengamma.strata.calc.config

Reporting rules specify how calculation results should be reported.

ReportOutputFormat - Enum in com.opengamma.strata.report.framework.format

Enumerates the report output formats.

ReportRequirements - Class in com.opengamma.strata.report

Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.

ReportRequirements(ReportRequirements.Builder) - Constructor for class com.opengamma.strata.report.ReportRequirements

Restricted constructor.

ReportRequirements.Builder - Class in com.opengamma.strata.report

The bean-builder for ReportRequirements.

ReportRequirements.Meta - Class in com.opengamma.strata.report

The meta-bean for ReportRequirements.

ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report

Runs a report for a specific template type.

ReportTemplate - Interface in com.opengamma.strata.report

Marker interface for report templates.

ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report

Loads a report template from an ini-based file format.

requirements(CalculationTarget) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction

Returns requirements representing the data needed to build the item of market data identified by the ID.

requirements(MissingMappingId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

requirements(MarketDataId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction

requirements() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Returns requirements specifying the market data the function needs to perform its calculations.

requirements(T) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction

Returns requirements specifying the market data the function needs to perform its calculations.

requirements(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction

requirements(TermDepositTrade) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction

requirements(FraTrade) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction

requirements(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction

requirements(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction

requirements(FxNdfTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction

requirements(FxSingleTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction

requirements(FxSwapTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction

requirements(IborFutureTrade) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction

requirements(BulletPaymentTrade) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction

requirements(DeliverableSwapFutureTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction

requirements(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction

requirements(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction

requirements(SwaptionTrade) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction

requirements(CurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

requirements(CurveInputsId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

requirements(DiscountCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

requirements(IborIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

requirements(OvernightIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

requirements(FxRateId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode

Determines the market data that is required by the node.

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner

Gets a description of the requirements to run a report for the given template.

requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner

RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of reset periods.

resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the periodic frequency of reset dates.

resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the resetFrequency property.

resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the reset schedule, used when averaging rates, optional.

resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the resetPeriods property.

ResetSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of fixing dates relative to the accrual periods.

ResetSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResetSchedule.

ResetSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResetSchedule.

Resolvable<T> - Interface in com.opengamma.strata.collect.id

Provides a mechanism to resolve links within an object graph.

resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink

Create a resolvable link for the specified identifier and type.

resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.product.SecurityLink

Create a resolvable link for the specified identifier and product type.

resolve(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Link

Resolves this link using the specified resolver.

resolve(StandardId, Class<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver

Resolves the supplied link, returning the realized target of the link.

resolve(StandardId, TypeToken<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver

Resolves the supplied link, returning the realized target of the link.

resolve(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink

Resolves this link using the specified resolver.

resolve(LinkResolver) - Method in class com.opengamma.strata.product.SecurityLink

Resolves this link using the specified resolver.

resolved(R) - Static method in class com.opengamma.strata.collect.id.StandardLink

Create a link with the link target embedded directly.

resolved(Security<R>) - Static method in class com.opengamma.strata.product.SecurityLink

Create a link with the security embedded directly.

resolvedTarget() - Method in class com.opengamma.strata.product.SecurityLink

Returns the target, throwing an exception if the link is not resolved.

resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Resolvable

Resolves all links in the object graph.

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink

Resolves this link, and any links that the target contains, using the specified resolver.

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFuture

Returns a future where all links to underlying bonds have been resolved.

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFutureOption

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.equity.EquityTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.future.GenericFutureOption

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.future.GenericFutureTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.index.IborFutureOption

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.index.IborFutureTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.SecurityLink

Resolves this link, and any links that the security contains, using the specified resolver.

resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.product.SecurityTrade

Returns a trade where all links have been resolved.

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.UnitSecurity

Resolves all links in this security, returning a fully resolved security.

resolveLinksIn(List<B>) - Method in interface com.opengamma.strata.collect.id.LinkResolver

Resolves all the links within the specified list of beans.

resolveLinksIn(B) - Method in interface com.opengamma.strata.collect.id.LinkResolver

Resolves all the links within the specified bean.

resolveLinksIn(B, T, Function<T, B>) - Method in interface com.opengamma.strata.collect.id.LinkResolver

Resolves all the links within one property of a bean.

resolveValues(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.value.ValueSchedule

Resolves the value and adjustments against a specific schedule.

RESOURCE_DIRS_PROPERTY - Static variable in class com.opengamma.strata.collect.io.ResourceConfig

The system property defining the comma separated list of groups.

ResourceConfig - Class in com.opengamma.strata.collect.io

Provides access to configuration files.

ResourceLocator - Class in com.opengamma.strata.collect.io

A locator for a resource, specified as a file or classpath resource.

RestructuringClause - Enum in com.opengamma.strata.product.credit

Specifies the form of the restructuring credit event that is applicable to the credit default swap.

restructuringClause(RestructuringClause) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the applicable restructuring.

restructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the restructuringClause property.

result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Returns the aggregate result of the calculations, blocking until it is available.

result(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the result of the calculation.

result() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the result property.

Result<T> - Class in com.opengamma.strata.collect.result

An immutable calculation result.

Result.Meta<T> - Class in com.opengamma.strata.collect.result

The meta-bean for Result.

resultReceived(CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

resultReceived(CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when a calculation completes.

results() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

The meta-property for the results property.

Results - Class in com.opengamma.strata.calc.runner

Results of performing calculations for a set of targets over a set of scenarios.

Results.Builder - Class in com.opengamma.strata.calc.runner

The bean-builder for Results.

Results.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for Results.

reverseLookup(T) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up the external name given a standard enum instance.

rhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the rhoSensitivity property.

rightExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Right extrapolates the y-value from the specified x-value.

rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the right extrapolated y-value at the specified x-value.

rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.

rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional convention defining how to roll dates.

rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the rollConvention property.

RollConvention - Interface in com.opengamma.strata.basics.schedule

A convention defining how to roll dates.

rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the roll convention used when building the schedule.

rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the roll convention

rollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the roll convention.

rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

RollConventions - Class in com.opengamma.strata.basics.schedule

Constants and implementations for standard roll conventions.

RON - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'RON' - Romanian New Leu.

RootFinderConfig - Class in com.opengamma.strata.function.marketdata.curve

Configuration for the root finder used when calibrating curves.

RootFinderConfig.Builder - Class in com.opengamma.strata.function.marketdata.curve

The bean-builder for RootFinderConfig.

RootFinderConfig.Meta - Class in com.opengamma.strata.function.marketdata.curve

The meta-bean for RootFinderConfig.

round(double) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

round(BigDecimal) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

round(double) - Method in interface com.opengamma.strata.basics.value.Rounding

Rounds the specified value according to the rules of the convention.

round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding

Rounds the specified value according to the rules of the convention.

Rounding - Interface in com.opengamma.strata.basics.value

A convention defining how to round a number.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the rounding property.

row(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the row at the specified index.

row(int) - Method in class com.opengamma.strata.collect.io.CsvFile

Gets a single row.

rowArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the row at the specified index as an independent array.

rowCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the number of rows in the results.

rowCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta

The meta-property for the rowCount property.

rowCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of rows of this matrix.

rowCount() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets the number of data rows.

rowIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the row index of the value in the results grid.

rowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the rowIndex property.

rows() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets all data rows in the file.

RU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'RU' = Russia.

RUB - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'RUB' - Russian Ruble.

rules() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta

The meta-property for the rules property.

rules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

The meta-property for the rules property.

run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable

Performs an action.

runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the instant at which the report was run.

runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the runInstant property.

runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the instant at which the report was run.

runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the runInstant property.

runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Runnable interface.

runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner

Runs a report from a set of calculation results.

runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner

S

SA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'SA' - Saudi Arabia.

SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility environment for swaptions in the SABR model.

SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SabrParametersSwaptionVolatilities.

SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in SABR model.

SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Creates an instance.

SabrSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with par yield curve method of cash settlement in SABR model.

SabrSwaptionCashParYieldTradePricer(SabrSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Creates an instance.

SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in SABR model on the swap rate.

SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Creates an instance.

SabrSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with physical settlement in SABR model.

SabrSwaptionPhysicalTradePricer(SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Creates an instance.

SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in SABR model.

SAR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SAR' - Saudi Riyal.

SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Saturday/Sunday weekends.

scalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the scalingFactor property.

scenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the scenarioCount property.

ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata.scenario

A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.

ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata.scenario

The bean-builder for ScenarioDefinition.

ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata.scenario

The meta-bean for ScenarioDefinition.

ScenarioMarketDataBox<T> - Class in com.opengamma.strata.basics.market

A market data box containing an object which can provide market data for multiple scenarios.

ScenarioMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market

The bean-builder for ScenarioMarketDataBox.

ScenarioMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market

The meta-bean for ScenarioMarketDataBox.

ScenarioMarketDataKey<T,U extends ScenarioMarketDataValue<T>> - Interface in com.opengamma.strata.basics.market

Market data key used by functions that need access to objects containing market data for multiple scenarios.

ScenarioMarketDataValue<T> - Interface in com.opengamma.strata.basics.market

Provides multiple values of an item of market data, one for each scenario.

scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the names of the scenarios.

scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the scenarioNames property in the builder from an array of objects.

scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

The meta-property for the scenarioNames property.

ScenarioPerturbation<T> - Interface in com.opengamma.strata.calc.marketdata.scenario

Describes a perturbation applied to a market data box to create market data for use in one or more scenarios.

ScenarioRateProvider - Class in com.opengamma.strata.calc.runner.function.result

A provider of FX rates which takes its data from one scenario in a set of data for multiple scenarios.

ScenarioResult<T> - Interface in com.opengamma.strata.calc.runner.function.result

A container for multiple results produced by performing a single calculation across multiple scenarios.

ScenarioValuesList<T> - Class in com.opengamma.strata.basics.market

A simple ScenarioMarketDataValue implementation containing a list of single market data values, one for each scenario.

ScenarioValuesList.Meta<T> - Class in com.opengamma.strata.basics.market

The meta-bean for ScenarioValuesList.

Schedule - Class in com.opengamma.strata.basics.schedule

A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.

Schedule.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for Schedule.

Schedule.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for Schedule.

ScheduleException - Exception in com.opengamma.strata.basics.schedule

Exception thrown when a schedule cannot be calculated.

ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException

Creates an instance.

ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException

Creates an instance, specifying the definition that caused the problem.

SchedulePeriod - Class in com.opengamma.strata.basics.schedule

A period in a schedule.

SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for SchedulePeriod.

SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for SchedulePeriod.

scheme() - Method in class com.opengamma.strata.collect.id.StandardId.Meta

The meta-property for the scheme property.

SE - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'SE' - Sweden.

seasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the seasonality property.

second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the second property.

section(String) - Method in class com.opengamma.strata.collect.io.IniFile

Gets a single section of this INI file.

sections() - Method in class com.opengamma.strata.collect.io.IniFile

Returns the set of sections of this INI file.

Security<P extends Product> - Interface in com.opengamma.strata.product

A single security.

securityLink(SecurityLink<BondFutureOption>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the link to the option that was traded.

securityLink() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the securityLink property.

securityLink(SecurityLink<BondFuture>) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the link to the future that was traded.

securityLink() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the securityLink property.

securityLink(SecurityLink<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the link to the fixed coupon bond that was traded.

securityLink() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the securityLink property.

securityLink(SecurityLink<Equity>) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the link to the equity that was traded.

securityLink() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the securityLink property.

securityLink(SecurityLink<GenericFutureOption>) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

Sets the link to the future that was traded.

securityLink() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

The meta-property for the securityLink property.

securityLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

Sets the link to the future that was traded.

securityLink() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

The meta-property for the securityLink property.

securityLink(SecurityLink<IborFutureOption>) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the link to the option that was traded.

securityLink() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the securityLink property.

securityLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the link to the future that was traded.

securityLink() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the securityLink property.

SecurityLink<P extends Product> - Class in com.opengamma.strata.product

A link to a security.

securityLink(SecurityLink<DeliverableSwapFuture>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the link to the future that was traded.

securityLink() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the securityLink property.

SecurityLink.Builder<P extends Product> - Class in com.opengamma.strata.product

The bean-builder for SecurityLink.

SecurityLink.Meta<P extends Product> - Class in com.opengamma.strata.product

The meta-bean for SecurityLink.

SecurityTrade<P extends Product> - Interface in com.opengamma.strata.product

A trade that is directly based on a security.

SEK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SEK' - Swedish Krona.

seniority(SeniorityLevel) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the seniority.

seniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the seniority property.

SeniorityLevel - Enum in com.opengamma.strata.product.credit

Specifies the repayment precedence of a debt instrument.

sensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities(T, ImmutableRatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure

Calculates the parameter sensitivities that relate to the value.

sensitivities(T, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

sensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity(CurveCurrencyParameterSensitivities, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

Calculates the market quote sensitivities from parameter sensitivity.

sensitivity(ImmutableRatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.

sensitivity(LegalEntityDiscountingProvider, Function<LegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.

sequenceNumber(int) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

Sets the sequence number of the futures.

sequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

The meta-property for the sequenceNumber property.

set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder

set(String, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

set(String, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.SecurityLink.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityLink.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.TradeInfo.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.TradeInfo.Builder

set(String, Object) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

set(String, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

set(String, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.Column.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.Results.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.Cds.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.Equity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.Fra.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.SecurityLink.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.Swap.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.TradeInfo.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.Column.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.Column.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder

setString(String, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

setString(String, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

setString(String, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

setString(String, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.SecurityLink.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.SecurityLink.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.TradeInfo.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.TradeInfo.Builder

setString(String, String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

setString(String, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

setString(String, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider

Obtains the format settings for a given type.

SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader

The report type property name, in the settings section.

SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader

The settings section name.

settleLagDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the settlement lag in days.

settleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the settleLagDays property.

settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta

The meta-property for the settlementCurrencyNotional property.

settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the settlementCurrencyNotional property.

settlementDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

Sets the settlement date.

settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

The meta-property for the settlementDate property.

settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfo.Builder

Sets the settlement date, optional.

settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the settlementDate property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the settlementDateOffset property.

SettlementType - Enum in com.opengamma.strata.product.swaption

Settlement types for Swaption.

SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'SFE' roll convention which adjusts the date to the second Friday.

SG - Static variable in class com.opengamma.strata.basics.location.Country

The country 'SG' - Singapore.

SGD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SGD' - Singapore Dollar.

shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Shifts the date by the specified number of business days.

shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the shift parameter for the specified time to expiry and instrument tenor.

shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

The meta-property for the shiftAmount property.

shiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

The meta-property for the shiftAmounts property.

shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

shiftedBy(DoubleBinaryOperator) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve where each y-value has been shifted.

shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve where each y-value has been shifted.

shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

shiftedBy(DoubleTernaryOperator) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface where each z-value has been shifted.

shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface where each z-value has been shifted.

shifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

The meta-property for the shifts property.

shifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

The meta-property for the shifts property.

shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

The meta-property for the shiftType property.

ShiftType - Enum in com.opengamma.strata.market

Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.

shortIndex(IborIndex) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

Sets the shorter Ibor index.

shortIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

The meta-property for the shortIndex property.

sign() - Method in enum com.opengamma.strata.basics.LongShort

Returns the sign, where 'Long' returns 1 and 'Short' returns -1.

SimpleCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta

Simple curve node metadata that defines a date and label.

SimpleCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta

The meta-bean for SimpleCurveNodeMetadata.

SimpleDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency based on a discount factor curve.

SimpleDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for SimpleDiscountFactors.

SimpleMarketDataKey<T> - Interface in com.opengamma.strata.basics.market

Interface for market data keys representing simple types of market data for which no market data rules are required.

SimpleStrike - Class in com.opengamma.strata.market.option

A simple strike value.

SimpleStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for SimpleStrike.

SingleCalculationMarketData - Class in com.opengamma.strata.calc.runner

A single scenario view of multi-scenario market data.

SingleCalculationMarketData(CalculationMarketData, int) - Constructor for class com.opengamma.strata.calc.runner.SingleCalculationMarketData

Creates a set of market data that uses the data of the scenario at the specified index.

SingleMarketDataBox<T> - Class in com.opengamma.strata.basics.market

A market data box containing a single value which is used in all scenarios.

SingleMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market

The bean-builder for SingleMarketDataBox.

SingleMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market

The meta-bean for SingleMarketDataBox.

SingleNameReferenceInformation - Class in com.opengamma.strata.product.credit

Reference data for a CDS single-name.

SingleNameReferenceInformation.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for SingleNameReferenceInformation.

SingleNameReferenceInformation.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for SingleNameReferenceInformation.

singleValueFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

Sets details of failures when building single market data values.

singleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

The meta-property for the singleValueFailures property.

singleValueRequirements(Set<? extends MarketDataKey<?>>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets keys identifying the market data values required for the calculations.

singleValueRequirements(MarketDataKey<?>...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the singleValueRequirements property in the builder from an array of objects.

singleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

The meta-property for the singleValueRequirements property.

size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the number of stored amounts.

size() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the number of periods in the schedule.

size() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

size() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

size() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

size() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns the number of currency values for each currency.

size() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Returns the number of results.

size() - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the size of this array.

size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the size of this matrix.

size() - Method in interface com.opengamma.strata.collect.array.Matrix

Gets the size of the matrix.

size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Return the size of this time-series.

size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the number of elements held by this triple.

size() - Method in interface com.opengamma.strata.collect.tuple.Tuple

Gets the number of elements held by this tuple.

size() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Gets the number of sensitivity entries.

SK - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'SK' - Slovakia.

sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Sorts the mutable list of point sensitivities.

sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a sorted copy of this array.

sorted() - Method in class com.opengamma.strata.market.amount.CashFlows

Returns an instance that is sorted.

sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Sorts the two arrays, retaining the associated values with the sorted keys.

sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Sorts the two arrays, retaining the associated values with the sorted keys.

splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Splits the array according to the curve order.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The spread, added to the forward rate.

spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the spread rate, with a 5% rate expressed as 0.05, optional.

spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the spread property.

spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the spread rate, optional.

spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the spread property.

spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the spread rate, defaulted to 0.

spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the spread property.

spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the spreadCurve property.

spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the floating leg to which the spread leg is added.

spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spreadFloatingLeg property.

spreadKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the key identifying the market data value which provides the spread.

spreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the spreadKey property.

spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the market convention of the floating leg that has the spread applied.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the spreadLeg property.

spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the fixed leg for the spread.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spreadLeg property.

spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the market convention of the floating leg that has the spread applied.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the spreadLeg property.

stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the stackTrace property.

standard() - Static method in class com.opengamma.strata.function.calculation.swaption.SwaptionFunctionGroups

Obtains the function group providing all built-in measures on Swaption trades, using the standard calculation method.

StandardComponents - Class in com.opengamma.strata.function

Factory methods for creating standard Strata components.

StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type

Market standard FX swap conventions.

StandardId - Class in com.opengamma.strata.collect.id

An immutable standard identifier for an item.

standardId() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

The meta-property for the standardId property.

standardId() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

The meta-property for the standardId property.

standardId() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

The meta-property for the standardId property.

standardId(StandardId) - Method in class com.opengamma.strata.product.SecurityLink.Builder

Sets the primary standard identifier of the security.

standardId() - Method in class com.opengamma.strata.product.SecurityLink.Meta

The meta-property for the standardId property.

standardId(StandardId) - Method in class com.opengamma.strata.product.UnitSecurity.Builder

Sets the primary standard identifier for the security.

standardId() - Method in class com.opengamma.strata.product.UnitSecurity.Meta

The meta-property for the standardId property.

StandardId.Meta - Class in com.opengamma.strata.collect.id

The meta-bean for StandardId.

StandardIdentifiable - Interface in com.opengamma.strata.collect.id

Provides uniform access to objects that can supply a standard identifier.

StandardLink<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id

Standard implementation of a link to a target object using an identifier.

StandardLink.Meta<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id

The meta-bean for StandardLink.

start() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

The meta-property for the start property.

START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, adjusted to be a valid business day if necessary.

startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the start date, which is the start of the first schedule period.

startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the start date of this period, used for financial calculations such as interest accrual.

startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the first date of the term of the trade.

startDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the date that the CDS nominally starts in terms of premium payments.

startDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the startDate property.

startDate - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The date that the CDS nominally starts in terms of premium payments.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the start date, which is the effective date of the FRA.

startDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the start date, which is the effective date of the FRA.

startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the first date in the fixing period.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the first date in the fixing period.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the start date of the accrual period.

startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the startDate property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional business day adjustment to apply to the start date.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

stepInDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the number of step-in days.

stepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the stepInDays property.

steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the steps defining the change in the value.

steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the steps property in the builder from an array of objects.

steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

The meta-property for the steps property.

stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a stream over the currency amounts.

stream() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

stream() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

stream() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

stream() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a stream of MultiCurrencyAmount instances containing the values from this object.

stream() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Returns a stream of the results.

stream() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a stream over the array values.

stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts an iterable to a serial stream.

stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts an optional to a stream with zero or one elements.

stream() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Streams the set of dates included in the range.

stream() - Method in class com.opengamma.strata.collect.result.Result

Converts this result to a stream.

stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the points of this time-series.

streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements matching the specified name.

Strike - Interface in com.opengamma.strata.market.option

The strike of an option, describing both type and value.

STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a simple strike.

strike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

The meta-property for the strike property.

STRIKE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a strike - 'Strike'.

strike(FxRate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the strike of the option.

strike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the strike property.

strikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the strikePrice property.

StrikeType - Class in com.opengamma.strata.market.option

The type of a strike.

StubCalculation - Class in com.opengamma.strata.product.swap

Defines the rates applicable in the initial or final stub of an Ibor swap leg.

StubCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for StubCalculation.

StubCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for StubCalculation.

stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional convention defining how to handle stubs.

stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the stubConvention property.

StubConvention - Enum in com.opengamma.strata.basics.schedule

A convention defining how to calculate stub periods.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the stub convention to use.

stubConvention() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the stubConvention property.

stubConvention - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The stub convention to use.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the stub convention to use.

stubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the stub convention.

stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array holding the values from the specified index onwards.

subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array holding the values between the specified from and to indices.

subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Creates a sub-schedule within this period.

subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series between two dates.

subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor

Subtracts this tenor from the specified date.

subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency

Subtracts the period of this frequency from the specified date.

success(R) - Static method in class com.opengamma.strata.collect.result.Result

Creates a successful result wrapping a value.

success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates the result of successfully evaluating a token against an object.

sum() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the sum of all the values in the array.

sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Calculates the sum total of all the elements in the array.

supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Supplier interface.

Surface - Interface in com.opengamma.strata.market.surface

A surface that maps a double x-value and y-value to a double z-value.

surface(NodalSurface) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the black volatility surface.

surface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the surface property.

SurfaceCurrencyParameterSensitivities - Class in com.opengamma.strata.market.surface

Currency-based parameter sensitivity for a collection of surfaces.

SurfaceCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SurfaceCurrencyParameterSensitivities.

SurfaceCurrencyParameterSensitivity - Class in com.opengamma.strata.market.surface

Parameter sensitivity for a single surface.

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the surface parameter sensitivity from the point sensitivity.

surfaceCurrencyParameterSensitivity(BondFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Computes the sensitivity to the surface parameter used in the description of the black volatility from a point sensitivity.

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Calculates the surface parameter sensitivity from the point sensitivity.

SurfaceCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SurfaceCurrencyParameterSensitivity.

SurfaceMetadata - Interface in com.opengamma.strata.market.surface

Metadata about a surface and surface parameters.

surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the surface name.

surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the surfaceName property.

SurfaceName - Class in com.opengamma.strata.market.surface

The name of a surface.

SurfaceParameterMetadata - Interface in com.opengamma.strata.market.surface

Information about a parameter underlying a surface.

surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

surfaceParameterSensitivity(FxOptionSensitivity) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Computes the sensitivity to the nodes used in the description of the Black volatility from a point sensitivity.

surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Swap - Class in com.opengamma.strata.product.swap

A rate swap.

Swap.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for Swap.

Swap.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for Swap.

SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for SwapTrade using par spread discounting.

SwapAccruedInterestFunction - Class in com.opengamma.strata.function.calculation.swap

Calculates the accrued interest for a SwapTrade for each of a set of scenarios.

SwapAccruedInterestFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapAccruedInterestFunction

SwapBucketedGammaPv01Function - Class in com.opengamma.strata.function.calculation.swap

Calculates Gamma PV01, the second-order present value sensitivity of a SwapTrade for each of a set of scenarios.

SwapBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapBucketedGammaPv01Function

SwapBucketedPv01Function - Class in com.opengamma.strata.function.calculation.swap

Calculates the bucketed PV01, the present value curve parameter sensitivity of a SwapTrade.

SwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapBucketedPv01Function

SwapExplainPvFunction - Class in com.opengamma.strata.function.calculation.swap

Obtains the explain map for present value on a SwapTrade.

SwapExplainPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapExplainPvFunction

SwapFunctionGroups - Class in com.opengamma.strata.function.calculation.swap

Contains function groups for built-in Swap calculation functions.

SwapIndex - Interface in com.opengamma.strata.product.swap

A swap index.

SwapIndices - Class in com.opengamma.strata.product.swap

Constants and implementations for standard swap indices.

SwapLeg - Interface in com.opengamma.strata.product.swap

A single leg of a swap.

SwapLegAmount - Class in com.opengamma.strata.market.amount

Represents an amount associated with one leg of a swap.

SwapLegAmount(SwapLegAmount.Builder) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount

Restricted constructor.

SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount

The bean-builder for SwapLegAmount.

SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for SwapLegAmount.

SwapLegConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for swap legs.

SwapLegNotionalFunction - Class in com.opengamma.strata.function.calculation.swap

Calculates the initial notional of each leg of an interest rate swap.

SwapLegNotionalFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction

SwapLegPvFunction - Class in com.opengamma.strata.function.calculation.swap

Calculates the present value of each leg of an interest rate swap.

SwapLegPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapLegPvFunction

SwapLegType - Enum in com.opengamma.strata.product.swap

The type of a swap leg.

SwapParRateFunction - Class in com.opengamma.strata.function.calculation.swap

Calculates the par rate of a SwapTrade for each of a set of scenarios.

SwapParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapParRateFunction

SwapProduct - Interface in com.opengamma.strata.product.swap

A product representing a rate swap.

SwapPv01Function - Class in com.opengamma.strata.function.calculation.swap

Calculates PV01, the present value sensitivity of a SwapTrade for each of a set of scenarios.

SwapPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapPv01Function

SwapPvFunction - Class in com.opengamma.strata.function.calculation.swap

Calculates the present value of a SwapTrade for each of a set of scenarios.

SwapPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapPvFunction

Swaption - Class in com.opengamma.strata.product.swaption

An option on an underlying swap.

Swaption.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for Swaption.

Swaption.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for Swaption.

SwaptionFunctionGroups - Class in com.opengamma.strata.function.calculation.swaption

Contains function groups for built-in swaption calculation functions.

SwaptionProduct - Interface in com.opengamma.strata.product.swaption

A product representing an option on an underlying swap.

SwaptionPvFunction - Class in com.opengamma.strata.function.calculation.swaption

Calculates the present value of a SwaptionTrade for each of a set of scenarios.

SwaptionPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swaption.SwaptionPvFunction

SwaptionSabrSensitivity - Class in com.opengamma.strata.market.sensitivity

Sensitivity of a swaption to SABR model parameters.

SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for SwaptionSabrSensitivity.

SwaptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a swaption implied parameter point.

SwaptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for SwaptionSensitivity.

swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

Sets settlement method.

swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

The meta-property for the swaptionSettlement property.

swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets settlement method.

swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the swaptionSettlement property.

SwaptionSettlement - Interface in com.opengamma.strata.product.swaption

An interface that can return the settlement type and settlement method of swaptions.

SwaptionSurfaceExpiryTenorNodeMetadata - Class in com.opengamma.strata.market.surface.meta

Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.

SwaptionSurfaceExpiryTenorNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta

The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.

SwaptionTrade - Class in com.opengamma.strata.product.swaption

A trade in an option on an underlying swap.

SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for SwaptionTrade.

SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for SwaptionTrade.

SwaptionVolatilities - Interface in com.opengamma.strata.market.view

Volatilities for pricing swaptions.

SwaptionVolatilitiesId - Class in com.opengamma.strata.market.id

Market data ID identifying swaption volatilities based on Fixed-Ibor swaps.

SwaptionVolatilitiesId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for SwaptionVolatilitiesId.

SwaptionVolatilitiesKey - Class in com.opengamma.strata.market.key

Market data key identifying swaption volatilities based on Fixed-Ibor swaps.

SwaptionVolatilitiesKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for SwaptionVolatilitiesKey.

SwaptionVolatilitiesMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping for swaption volatilities.

SwaptionVolatilitiesMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for SwaptionVolatilitiesMapping.

SwapTrade - Class in com.opengamma.strata.product.swap

A trade in a rate swap.

SwapTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for SwapTrade.

SwapTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for SwapTrade.

SWF_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Switzerland, "Non-revised Consumer Price Index".

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series, choosing the latest entries.

target(CalculationTarget) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the target of the calculation, often a trade.

target() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the target property.

target() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

The meta-property for the target property.

target(Security<P>) - Method in class com.opengamma.strata.product.SecurityLink.Builder

Sets the embedded link target.

target() - Method in class com.opengamma.strata.product.SecurityLink.Meta

The meta-property for the target property.

targetCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules

Returns a rule that uses the target's primary currency as the reporting currency.

targetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the targetType property.

targetType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the targetType property.

targetType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta

The meta-property for the targetType property.

targetTypes() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta

The meta-property for the targetTypes property.

template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the template property.

template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the template property.

template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the template for the FRA associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the template property.

template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the template for the FX Swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the template property.

template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the template for the Ibor fixing deposit associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the template property.

template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the template for the Ibor Futures associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the template property.

template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the template property.

template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the template for the term deposit associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the template property.

template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the template property.

template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the template property.

template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the template for creating Fixed-Ibor swap.

template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the template property.

Tenor - Class in com.opengamma.strata.basics.date

A tenor indicating how long it will take for a financial instrument to reach maturity.

tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the tenor to be added.

tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

The meta-property for the tenor property.

tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the tenor of the swap based on its start date and end date.

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the tenor property.

TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 10 months.

TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 10 years.

TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 11 months.

TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 12 months.

TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 12 years.

TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 15 years.

TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 18 months.

TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of one day.

TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 month.

TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 week.

TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 year.

TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 20 years.

TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 25 years.

TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of two days.

TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 months.

TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 weeks.

TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 years.

TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 30 years.

TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of three days.

TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 months.

TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 weeks.

TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 years.

TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 months.

TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 years.

TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 5 months.

TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 5 years.

TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 months.

TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 weeks.

TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 years.

TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 7 months.

TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 7 years.

TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 8 months.

TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 8 years.

TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 9 months.

TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 9 years.

TenorAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a tenor.

TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for TenorAdjustment.

TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for TenorAdjustment.

TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta

Curve node metadata for a curve node with a specific tenor.

TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta

The meta-bean for TenorCurveNodeMetadata.

TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency matching the term.

TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for TermDepositTrade using par spread discounting.

TermDeposit - Class in com.opengamma.strata.product.deposit

A term deposit.

TermDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for TermDeposit.

TermDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for TermDeposit.

TermDepositBucketedPv01Function - Class in com.opengamma.strata.function.calculation.deposit

Calculates the bucketed PV01, the present value curve parameter sensitivity of a TermDepositTrade.

TermDepositBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositBucketedPv01Function

TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type

A market convention for term deposit trades.

TermDepositConventions - Class in com.opengamma.strata.product.deposit.type

Market standard term deposit conventions.

TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a term deposit.

TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for TermDepositCurveNode.

TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for TermDepositCurveNode.

TermDepositFunctionGroups - Class in com.opengamma.strata.function.calculation.deposit

Contains function groups for built-in Term Deposit calculation functions.

TermDepositParRateFunction - Class in com.opengamma.strata.function.calculation.deposit

Calculates the par rate of a TermDepositTrade for each of a set of scenarios.

TermDepositParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositParRateFunction

TermDepositParSpreadFunction - Class in com.opengamma.strata.function.calculation.deposit

Calculates the par spread of a TermDepositTrade for each of a set of scenarios.

TermDepositParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositParSpreadFunction

TermDepositProduct - Interface in com.opengamma.strata.product.deposit

A product representing a term deposit.

TermDepositPv01Function - Class in com.opengamma.strata.function.calculation.deposit

Calculates PV01, the present value sensitivity of a TermDepositTrade.

TermDepositPv01Function() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositPv01Function

TermDepositPvFunction - Class in com.opengamma.strata.function.calculation.deposit

Calculates the present value of a TermDepositTrade for each of a set of scenarios.

TermDepositPvFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositPvFunction

TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type

A template for creating a term deposit trade.

TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for TermDepositTemplate.

TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for TermDepositTemplate.

TermDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in a term deposit.

TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for TermDepositTrade.

TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for TermDepositTrade.

test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate

Evaluates this predicate on the given arguments.

test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate

Evaluates this predicate on the given argument.

test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate

Evaluates the predicate.

test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate

Evaluates the predicate.

test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Evaluates the predicate.

test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Evaluates the predicate.

test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Evaluates the predicate.

TH - Static variable in class com.opengamma.strata.basics.location.Country

The country 'TH' - Thailand.

THB - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'THB' - Thai Baht.

theta(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the theta of the bond future option product.

theta(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the theta of the bond future option product based on the price of the underlying future.

theta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the Black theta of the foreign exchange vanilla option product.

third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the third property.

THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30/360 ISDA' day count, which treats input day-of-month 31 specially.

THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E/360' day count, which treats input day-of-month 31 specially.

THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E+/360' day count, which treats input day-of-month 31 specially.

THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30U/360' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.

ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for three leg basis swap trades.

ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard three leg basis swap conventions.

ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a three leg basis swap.

ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for ThreeLegBasisSwapCurveNode.

ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for ThreeLegBasisSwapCurveNode.

ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Ibor-Ibor swap trades.

ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ThreeLegBasisSwapTemplate.

ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ThreeLegBasisSwapTemplate.

THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Thursday/Friday weekends.

tickSize(double) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

Sets the size of each tick.

tickSize() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

The meta-property for the tickSize property.

tickSize(double) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the size of each tick.

tickSize() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the tickSize property.

tickValue(CurrencyAmount) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

Sets the monetary value of one tick.

tickValue() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta

The meta-property for the tickValue property.

tickValue(CurrencyAmount) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the monetary value of one tick.

tickValue() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the tickValue property.

TIME_SQUARE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Time square interpolator.

timeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

The meta-property for the timeSeries property.

timeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Sets the time-series in the builder, replacing any existing values.

timeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider

timeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider

Returns a time series of market data for the specified ID.

timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the timeSeries property.

timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the timeSeries property.

timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Sets the time series in this builder, replacing the existing set.

timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the timeSeries property.

timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a time-series to the provider.

timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds time-series to the provider.

timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the timeSeriesFailures property.

timeSeriesFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

Sets details of failures when building time series of market data values.

timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

The meta-property for the timeSeriesFailures property.

TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata.function

A source of time series of observable market data.

timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets keys identifying the time series of market data values required for the calculations.

timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the timeSeriesRequirements property in the builder from an array of objects.

timeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

The meta-property for the timeSeriesRequirements property.

TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The default formatter that returns the value of the toString() method.

toAdjustedDate(LocalDate) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns an adjustable date instance resulting from applying this adjustment to a date.

toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray

Converts this instance to an independent double[].

toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Converts this instance to an independent double[][].

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the underlying array.

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns the underlying array.

toAsciiTableString() - Method in interface com.opengamma.strata.report.Report

Gets this report as an ASCII table string.

toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a new builder using the data from this matrix to create a set of initial entries.

toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Returns a builder populated with the same data as this instance.

toBuilder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.CalculationRules

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.Column

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a mutable builder containing the data from this object.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.runner.Results

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Return a builder populated with the values from this series.

toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.CurveInputs

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Converts this instance to a builder allowing changes to be made.

toBuilder(LocalDate) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Converts this instance to a builder allowing changes to be made.

toBuilder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.Cds

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.ExpandedCds

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.FeeLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.equity.Equity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.equity.EquityTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.ExpandedFra

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.Fra

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.future.GenericFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.SecurityLink

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FxReset

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.StubCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.Swap

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.CashSettlement

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.TradeInfo

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.UnitSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.ReportCalculationResults

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.ReportRequirements

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

Returns a builder that allows this bean to be mutated.

toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns the market convention currency pair for the currencies in the pair.

toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate

Returns an FX rate object representing the market convention rate between the two currencies.

toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Converts this definition to the summary form.

toFxConvertibleList() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector which can be used at the end of a stream of FxConvertible to build a FxConvertibleList.

toFxForwardSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Converts this sensitivity to an FxForwardSensitivity.

toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.FloatingRateName

Checks and returns an Ibor index.

toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Returns an immutable version of this object.

toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable list.

toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multiset.

toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable set.

toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted map.

toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted map.

toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted set.

toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted set.

token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Gets the token that the root type corresponds to.

TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against an object to produce another object.

TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator

tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Gets the set of supported token for the given object.

tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Gets the supported tokens on the given object.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a leg based on this convention.

toList() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a list equivalent to this array.

toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Converts this MultiCurrencyAmount to a map keyed by currency.

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey

toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey

Converts this key to the matching identifier.

toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey

Converts this key to the matching identifier.

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveGroupKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey

toMarketDataKey() - Method in class com.opengamma.strata.basics.market.FxRateId

toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.MarketDataId

Converts this ID to the associated key.

toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ObservableId

toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveGroupId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.DiscountCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IndexRateId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.QuoteId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

toMultiCurrencyArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector which can be used at the end of a stream of MultiCurrencyAmount to build a MultiCurrencyValuesArray.

toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Returns a mutable version of this object.

toNodalCurve() - Method in interface com.opengamma.strata.market.curve.Curve

Converts this curve to a nodal curve.

toNodalCurve() - Method in interface com.opengamma.strata.market.curve.NodalCurve

toNodalCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

toNodalSurface() - Method in interface com.opengamma.strata.market.surface.NodalSurface

toNodalSurface() - Method in interface com.opengamma.strata.market.surface.Surface

Concerts this surface to a nodal surface.

toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Converts a double array to a Double array.

toOvernightIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Converts to an OvernightIndex.

toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Converts this pair to an object-based Pair.

toPriceIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Converts to an PriceIndex.

toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Converts a Double array to a double array.

toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Converts this stub convention to the appropriate roll convention.

toScenarioResult() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector which can be used at the end of a stream of results to build a ScenarioResult which will support automatic currency conversion where possible.

toScenarioResult(boolean) - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector which can be used at the end of a stream of results to build a ScenarioResult.

toSingleCurveRatesProvider(MarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils

Creates a rates provider from a set of market data containing a single discounting curve, and forward curves and fixing series for a given set of indices.

toString() - Method in enum com.opengamma.strata.basics.BuySell

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.currency.Currency

Returns a string representation of the currency, which is the three letter code.

toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns the formatted string version of the currency pair.

toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix

toString() - Method in class com.opengamma.strata.basics.currency.FxRate

Returns the formatted string version of the currency pair.

toString() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder

toString() - Method in class com.opengamma.strata.basics.currency.Payment

toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Returns a string describing the adjustable date.

toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Returns the name of the calendar.

toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.Tenor

Returns a formatted string representing the tenor.

toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Returns the name of the index.

toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.location.Country

Returns a string representation of the country, which is the two letter code.

toString() - Method in enum com.opengamma.strata.basics.LongShort

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.market.FxRateId

toString() - Method in class com.opengamma.strata.basics.market.FxRateKey

toString() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

toString() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

toString() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

toString() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

toString() - Method in enum com.opengamma.strata.basics.PayReceive

Returns the formatted unique name of the type.

toString() - Method in enum com.opengamma.strata.basics.PutCall

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.schedule.Frequency

Returns a formatted string representing the periodic frequency.

toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.Schedule

toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule

toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

toString() - Method in class com.opengamma.strata.basics.value.ValueStep

toString() - Method in class com.opengamma.strata.calc.CalculationRules.Builder

toString() - Method in class com.opengamma.strata.calc.CalculationRules

toString() - Method in class com.opengamma.strata.calc.Column.Builder

toString() - Method in class com.opengamma.strata.calc.Column

toString() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule

toString() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule

toString() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules

toString() - Method in class com.opengamma.strata.calc.config.FunctionConfig

toString() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

toString() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

toString() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

toString() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

toString() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

toString() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList

toString() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

toString() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

toString() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

toString() - Method in class com.opengamma.strata.calc.runner.Results.Builder

toString() - Method in class com.opengamma.strata.calc.runner.Results

toString() - Method in class com.opengamma.strata.collect.array.DoubleArray

toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

toString() - Method in class com.opengamma.strata.collect.id.StandardId

Returns the identifier in a stahndard string format.

toString() - Method in class com.opengamma.strata.collect.id.StandardLink

toString() - Method in class com.opengamma.strata.collect.io.CsvFile

Returns a string describing the CSV file.

toString() - Method in class com.opengamma.strata.collect.io.IniFile

Returns a string describing the INI file.

toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Returns a string describing the file.

toString() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns a string describing the property set.

toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Returns a string describing the locator.

toString() - Method in class com.opengamma.strata.collect.io.XmlElement

Returns a string summary of the element.

toString() - Method in class com.opengamma.strata.collect.io.XmlFile

Returns a string describing the file.

toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns this range as a string, such as [2009-12-03,2014-06-30).

toString() - Method in class com.opengamma.strata.collect.result.Failure

toString() - Method in class com.opengamma.strata.collect.result.FailureItem

toString() - Method in class com.opengamma.strata.collect.result.Result

toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a string representation of the point.

toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.type.TypedString

Returns the name.

toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

toString() - Method in class com.opengamma.strata.market.amount.CashFlow

toString() - Method in class com.opengamma.strata.market.amount.CashFlows

toString() - Method in class com.opengamma.strata.market.amount.LegAmounts

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

toString() - Method in class com.opengamma.strata.market.curve.CurveGroup

toString() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

toString() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

toString() - Method in class com.opengamma.strata.market.curve.CurveInputs

toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

toString() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

toString() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

toString() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

toString() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

toString() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

toString() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

toString() - Method in class com.opengamma.strata.market.explain.ExplainMap

toString() - Method in class com.opengamma.strata.market.id.CurveGroupId

toString() - Method in class com.opengamma.strata.market.id.CurveInputsId

toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId

toString() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

toString() - Method in class com.opengamma.strata.market.id.IndexRateId

toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

toString() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

toString() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

toString() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

toString() - Method in class com.opengamma.strata.market.id.QuoteId

toString() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

toString() - Method in class com.opengamma.strata.market.key.CurveGroupKey

toString() - Method in class com.opengamma.strata.market.key.CurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

toString() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

toString() - Method in class com.opengamma.strata.market.key.IndexRateKey

toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

toString() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

toString() - Method in class com.opengamma.strata.market.key.QuoteKey

toString() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

toString() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

toString() - Method in class com.opengamma.strata.market.option.DeltaStrike

toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.SimpleStrike

toString() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

toString() - Method in enum com.opengamma.strata.market.ShiftType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

toString() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

toString() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

toString() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

toString() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

toString() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

toString() - Method in enum com.opengamma.strata.market.value.CompoundedRateType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

toString() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

toString() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

toString() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

toString() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

toString() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

toString() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

toString() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

toString() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

toString() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFuture

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

toString() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

toString() - Method in enum com.opengamma.strata.product.bond.YieldConvention

/** Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.cms.Cms

toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsLeg

toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod

toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsTrade

toString() - Method in class com.opengamma.strata.product.cms.ExpandedCms

toString() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder

toString() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg

toString() - Method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder

toString() - Method in class com.opengamma.strata.product.credit.Cds

toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

toString() - Method in class com.opengamma.strata.product.credit.CdsTrade

toString() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

toString() - Method in class com.opengamma.strata.product.credit.ExpandedCds

toString(StringBuilder) - Method in class com.opengamma.strata.product.credit.ExpandedCds

toString() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

toString() - Method in class com.opengamma.strata.product.credit.FeeLeg

toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

toString() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit

toString() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit

toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

toString() - Method in class com.opengamma.strata.product.equity.Equity.Builder

toString() - Method in class com.opengamma.strata.product.equity.Equity

toString() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

toString() - Method in class com.opengamma.strata.product.equity.EquityTrade

toString() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

toString() - Method in class com.opengamma.strata.product.fra.ExpandedFra

toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder

toString() - Method in class com.opengamma.strata.product.fra.Fra

toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

/** Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

toString() - Method in class com.opengamma.strata.product.fra.FraTrade

toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

toString() - Method in class com.opengamma.strata.product.future.GenericFuture.Builder

toString() - Method in class com.opengamma.strata.product.future.GenericFuture

toString() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.future.GenericFutureOption

toString() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.future.GenericFutureTrade

toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder

toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf

toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle

toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap

toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxNdf

toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

toString() - Method in class com.opengamma.strata.product.fx.FxSingle

toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

toString() - Method in class com.opengamma.strata.product.fx.FxSwap

toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFuture

toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOption

toString(StringBuilder) - Method in class com.opengamma.strata.product.index.IborFutureOption

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade

toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

toString() - Method in class com.opengamma.strata.product.payment.BulletPayment

toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation

toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

toString(StringBuilder) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

toString() - Method in class com.opengamma.strata.product.SecurityLink.Builder

toString() - Method in class com.opengamma.strata.product.SecurityLink

toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder

toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwap

toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.FxReset.Builder

toString() - Method in class com.opengamma.strata.product.swap.FxReset

toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

toString() - Method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange

toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule

toString() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.StubCalculation

toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder

toString() - Method in class com.opengamma.strata.product.swap.Swap

toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.SwapTrade

toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement

toString() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

toString() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption

toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder

toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

toString() - Method in enum com.opengamma.strata.product.swaption.SettlementType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

toString() - Method in class com.opengamma.strata.product.swaption.Swaption

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

toString() - Method in class com.opengamma.strata.product.TradeInfo.Builder

toString() - Method in class com.opengamma.strata.product.TradeInfo

toString() - Method in class com.opengamma.strata.product.UnitSecurity.Builder

toString() - Method in class com.opengamma.strata.product.UnitSecurity

toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

toString() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

toString() - Method in class com.opengamma.strata.report.ReportCalculationResults

toString() - Method in class com.opengamma.strata.report.ReportRequirements.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

toString() - Method in class com.opengamma.strata.report.ReportRequirements

toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements

toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReport

toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from the total of a list of CurrencyAmount objects.

total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns the total of all the values in the matrix.

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Totals the sensitivity values.

total() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Totals the sensitivity values.

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Totals the sensitivity values.

toTemplate() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a template based on this convention.

toTemplate(Period) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a template based on this convention, specifying the period from start to end.

toTemplate(Period) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a template based on this convention, specifying the period from start to end.

toTemplate(Period) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a template based on this convention, specifying the period to start.

toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS from the convention.

toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

toTrade(LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Creates a trade based on this template.

toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

toTrade(LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Creates a trade based on this template.

toTrade(LocalDate, Period, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Creates a trade based on this template.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

toTrade(LocalDate, Period, Period, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Creates a trade based on this template.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

toTrade(LocalDate, Period, int, long, double, double) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Creates a trade based on this convention.

toTrade(LocalDate, long, double, double) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Creates a trade based on this template.

toTrade(LocalDate, Period, int, long, double, double) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a spot-starting trade based on this convention.

toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a forward-starting trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Creates a trade based on this template.

toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a spot-starting trade based on this convention.

toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a forward-starting trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Creates a trade based on this template.

toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a spot-starting trade based on this convention.

toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a forward-starting trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Creates a trade based on this template.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a spot-starting trade based on this convention.

toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a forward-starting trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Creates a trade based on this template.

toTrade(LocalDate, Tenor, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a spot-starting trade based on this convention.

toTrade(LocalDate, Period, Tenor, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a forward-starting trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Creates a trade based on this template.

toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule

Converts this schedule to a schedule where every adjusted date is reset to the unadjusted equivalent.

toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType

Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.

TR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'TR' - Turkey.

Trade - Interface in com.opengamma.strata.basics

A single trade.

trade(LocalDate, MarketData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a trade representing the instrument at the node.

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The notional, as defined in the trade.

TradeCalibrationMeasure<T extends Trade> - Class in com.opengamma.strata.pricer.calibration

Provides calibration measures for a single type of trade based on functions.

TradeConvention - Interface in com.opengamma.strata.product

A market convention for trades.

tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfo.Builder

Sets the trade date, optional.

tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the tradeDate property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

The meta-property for the tradeInfo property.

tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

tradeInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the tradeInfo property.

TradeInfo - Class in com.opengamma.strata.product

Additional information about a trade.

TradeInfo.Builder - Class in com.opengamma.strata.product

The bean-builder for TradeInfo.

TradeInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for TradeInfo.

tradeMeasureRequirements(List<Column>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

Sets the trade-level measure requirements.

tradeMeasureRequirements(Column...) - Method in class com.opengamma.strata.report.ReportRequirements.Builder

Sets the tradeMeasureRequirements property in the builder from an array of objects.

tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

The meta-property for the tradeMeasureRequirements property.

tradePrice(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the trade price of the future.

tradePrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the tradePrice property.

TradeReport - Class in com.opengamma.strata.report.trade

Represents a trade report.

TradeReport.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReport.

TradeReport.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReport.

TradeReportColumn - Class in com.opengamma.strata.report.trade

Describes a column in a trade report.

TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn

Restricted constructor.

TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReportColumn.

TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReportColumn.

TradeReportFormatter - Class in com.opengamma.strata.report.trade

Formatter for trade reports.

TradeReportRunner - Class in com.opengamma.strata.report.trade

Report runner for trade reports.

TradeReportTemplate - Class in com.opengamma.strata.report.trade

Describes the contents and layout of a trade report.

TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReportTemplate.

TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReportTemplate.

TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade

Loads a trade report template from the standard INI file format.

TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

trades(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Creates a list of trades representing the instrument at each node.

trades(List<Trade>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

Sets the trades on which the results are calculated.

trades(Trade...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

Sets the trades property in the builder from an array of objects.

trades() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the trades property.

TradeTemplate - Interface in com.opengamma.strata.product

A template used to create a trade.

tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfo.Builder

Sets the trade time, optional.

tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the tradeTime property.

TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a trade to produce another object.

TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Transposes the matrix.

Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple

An immutable triple consisting of three elements.

Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple

The meta-bean for Triple.

TRY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'TRY' - Turkish Lira.

Tuple - Interface in com.opengamma.strata.collect.tuple

Base interface for all tuple types.

TWD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'TWD' - New Taiwan Dollar.

type() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

The meta-property for the type property.

type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the type of the leg, such as Fixed or Ibor.

type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the type property.

type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder

Sets the type of the leg, such as Fixed or Ibor.

type() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the type property.

type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the type of the leg, such as Fixed or Ibor.

type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the type property.

TypedReferenceData - Interface in com.opengamma.strata.basics.market

Provides typed access to reference data, such as securities and time-series.

TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type

An abstract class designed to enable typed strings.

TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString

Creates an instance.

TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString

Creates an instance, validating the name against a regex.

typedValues() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

The meta-property for the typedValues property.

types() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData

types() - Method in interface com.opengamma.strata.basics.market.TypedReferenceData

Gets the available types.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'UAH' - Ukrainian Hryvnia.

UK_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".

UK_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".

UK_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".

unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

The meta-property for the unadjusted property.

UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, before any business day adjustment.

UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, before any business day adjustment.

UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, before any business day adjustment.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the unadjustedStartDate property.

unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the UnaryOperator interface.

Unchecked - Class in com.opengamma.strata.collect

Static utility methods that convert checked exceptions to unchecked.

underlying(FxSingle) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the underlying foreign exchange transaction.

underlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the underlying property.

underlying(ExpandedSwap) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder

Sets the underlying swap.

underlying() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta

The meta-property for the underlying property.

underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the underlying swap.

underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the underlying property.

underlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

The meta-property for the underlyingCurve property.

underlyingLink(SecurityLink<BondFuture>) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the link to the underlying future.

underlyingLink() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the underlyingLink property.

underlyingLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the link to the underlying future.

underlyingLink() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the underlyingLink property.

underlyingLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the link to the underlying future.

underlyingLink() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the underlyingLink property.

underlyingQuantity(long) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder

Sets the quantity of the underlying future that the option refers to, defaulted to 1.

underlyingQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta

The meta-property for the underlyingQuantity property.

underlyingSwap(Swap) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the underlying swap.

underlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the underlyingSwap property.

union(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Calculates the range that is the union of this range and the specified range.

union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains the union of a pair of time series.

UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The unit amount.

unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.

unitParameterSensitivity(YearMonth) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

unitParameterSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Calculates the unit parameter sensitivity of the forward value at the specified fixing month.

unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

UnitSecurity<P extends Product> - Class in com.opengamma.strata.product

A standard implementation of a security shared between trades.

UnitSecurity.Builder<P extends Product> - Class in com.opengamma.strata.product

The bean-builder for UnitSecurity.

UnitSecurity.Meta<P extends Product> - Class in com.opengamma.strata.product

The meta-bean for UnitSecurity.

UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType

Type used when the meaning of each value is not known - 'Unknown'.

UNSUPPORTED - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used when no specific formatter exists for the object.

upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

Sets the upfront fee.

upfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

The meta-property for the upfrontFee property.

upfrontFeeAmount(Double) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the upfront fee amount, optional.

upfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the upfrontFeeAmount property.

upfrontFeeAmount - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The upfront fee amount, optional.

upfrontFeePaymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder

Sets the upfront fee date, optional.

upfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta

The meta-property for the upfrontFeePaymentDate property.

upfrontFeePaymentDate - Variable in class com.opengamma.strata.product.credit.ExpandedCds

The upfront fee date, optional.

US - Static variable in class com.opengamma.strata.basics.location.Country

The country 'US' - United States.

USA_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".

USD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'USD' - United States Dollar.

USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".

USD_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-Deposit' term deposit convention.

USD_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-Deposit-T' term deposit convention with T+0 settlement date, used for O/N deposits.

USD_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-Deposit-T' term deposit convention with T+1 settlement date, used for T/N deposits

USD_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'USD-European' CDS convention.

USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The FED_FUND index for USD.

USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.

USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'USD-FIXED-1Y-LIBOR-3M' swap convention.

USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'USD-FIXED-6M-LIBOR-3M' swap convention.

USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.

USD_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'USD-ISDA' curve.

USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".

USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 10 years.

USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 15 years.

USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 1 year.

USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 20 years.

USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 2 years.

USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 30 years.

USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 3 years.

USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 4 years.

USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 5 years.

USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 6 years.

USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 7 years.

USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 8 years.

USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 9 years.

USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for USD.

USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1500 for tenor of 1 year.

USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for USD.

USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'USD-LIBOR-1M-LIBOR-3M' swap convention.

USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for USD.

USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for USD.

USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for USD.

USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'USD-LIBOR-3M-LIBOR-6M' swap convention.

USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

The 'USD-LIBOR-3M-Monthly-IMM' convention.

USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

The 'USD-LIBOR-3M-Quarterly-IMM' convention.

USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for USD.

USD_NORTH_AMERICAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'USD-NorthAmerican' CDS convention.

USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for United States Government Securities, with code 'USGS'.

USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

The holiday calendar for New York, United States, with code 'USNY'.

V

validate(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.

validate(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.

validateNotPresent(XmlElement, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Validates that a specific element is not present.

validateScheme(XmlElement, String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Validates that the scheme attribute is known.

validateSwaption(ExpandedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Validates that the swaption is single currency cash par-yield.

validateSwaption(ExpandedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Validates that the swaption is single currency physical.

valuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Sets the valuation date associated with the market data, replacing the existing valuation date.

valuationDate(MarketDataBox<LocalDate>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Sets the valuation date associated with the market data, replacing the existing valuation date.

valuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the valuationDate property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the valuationDateTime property.

value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

Sets the amount of the payment.

value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

The meta-property for the value property.

value(ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

Sets the market data value which provides data for multiple scenarios.

value() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

The meta-property for the value property.

value(T) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

Sets the market data value used in all scenarios.

value() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

The meta-property for the value property.

value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the value representing the change that occurs.

value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.collect.id.StandardId.Meta

The meta-property for the value property.

value(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Gets a single value from this property set.

value() - Method in class com.opengamma.strata.collect.result.Result.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

The meta-property for the value property.

value(YearMonth) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

value(YearMonth) - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the historic or forward rate at the specified fixing month.

value(T, ImmutableRatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure

Calculates the value, such as par spread.

value(Trade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Calculates the value, such as par spread.

value(T, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets the amount of the payment.

value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the value property.

value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets the reference to a value to display in this column.

value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the value property.

ValueAdjustment - Class in com.opengamma.strata.basics.value

An adjustment to a value, describing how to change one value into another.

ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueAdjustment.

ValueAdjustmentType - Enum in com.opengamma.strata.basics.value

The type of value adjustment.

ValueDerivatives - Class in com.opengamma.strata.basics.value

A value and its derivatives.

valueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the valueFailures property.

ValueFormatter<T> - Interface in com.opengamma.strata.report.framework.format

Formats a value into a string.

ValueFormatters - Class in com.opengamma.strata.report.framework.format

Provides standard formatters.

valueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Gets the list of values associated with the specified key.

valueOf(String) - Static method in enum com.opengamma.strata.basics.BuySell

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.LongShort

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.PayReceive

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.PutCall

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.bond.YieldConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.RestructuringClause

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat

Returns the enum constant of this type with the specified name.

ValuePathEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a path describing a value to be shown in a trade report.

valuePointSensitivity(YearMonth) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

valuePointSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Calculates the point sensitivity of the historic or forward value at the specified fixing month.

ValueRootType - Enum in com.opengamma.strata.report.framework.expression

Enumerates the possible value path roots.

values() - Static method in enum com.opengamma.strata.basics.BuySell

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.LongShort

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

The meta-property for the values property.

values(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Sets the values in the builder, replacing any existing values.

values() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

The meta-property for the values property.

values() - Static method in enum com.opengamma.strata.basics.PayReceive

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.PutCall

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the values property.

values(Map<? extends MarketDataId<?>, MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Sets the market data values in this builder, replacing the existing set.

values() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

The meta-property for the values property.

values() - Static method in enum com.opengamma.strata.collect.result.FailureReason

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the values of this time-series.

values() - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.ShiftType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.value.CompoundedRateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.bond.YieldConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.RestructuringClause

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swaption.SettlementType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat

Returns an array containing the constants of this enum type, in the order they are declared.

ValueSchedule - Class in com.opengamma.strata.basics.value

A value that can vary over time.

ValueSchedule.Builder - Class in com.opengamma.strata.basics.value

The bean-builder for ValueSchedule.

ValueSchedule.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueSchedule.

ValueStep - Class in com.opengamma.strata.basics.value

A single step in the variation of a value over time.

ValueStep.Builder - Class in com.opengamma.strata.basics.value

The bean-builder for ValueStep.

ValueStep.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueStep.

ValueType - Class in com.opengamma.strata.market

The type of a value.

vega(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the vega of the foreign exchange vanilla option product.

VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a volatility - 'Volatility'.

volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the volatility at the specified date-time.

volatility(double, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the volatility at the specified date-time.

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

volatilityAdjoint(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the volatility and associated sensitivities.

VolatilitySwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement based on volatilities.

VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Creates an instance.

VolatilitySwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement based on volatilities.

VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Creates an instance.

W

weekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the weekendDays property.

WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The weight of this observation.

weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the weight to apply to this fixing.

weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the weight property.

weight(double) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder

Sets the positive weight used when interpolating.

weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the weight property.

with(int, double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the value at the specified index changed.

with(int, int, double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with the value at the specified index changed.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the specified sensitivity currency set.

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified currency applied to the sensitivities in this builder.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Returns an instance with the specified sensitivity currency.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

withCurve(InterpolatedNodalCurve) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Returns a new instance with a different curve.

withCurveDefinitions(List<NodalCurveDefinition>) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Returns a copy of this object containing the specified curve definitions.

withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a copy of this point with another date.

withDefaultRules(CalculationRules) - Method in class com.opengamma.strata.calc.Column

Returns a column whose rules are derived from the rules in this column composed with the default rules.

withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Returns a new instance with different discount factors.

withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Returns a new instance with different discount factors.

withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Returns a new instance with different discount factors.

withEndExclusive(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns a copy of this range with the end date adjusted.

withNode(int, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a new curve with an additional node with no parameter metadata.

withNode(int, CurveParameterMetadata, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a new curve with an additional node, specifying the parameter metadata.

withParameterMetadata(List<CurveParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Returns an instance where the parameter metadata has been changed.

withParameterMetadata(List<CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

withParameterMetadata(List<SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

withParameterMetadata(List<SurfaceParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Returns an instance where the parameter metadata has been changed.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Returns an instance with the new parameter sensitivity values.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance with the new parameter sensitivity values.

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the new point sensitivity value.

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Returns an instance with the new parameter sensitivity values.

withStart(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns a copy of this range with the start date adjusted.

withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a copy of this point with another value.

withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike

withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike

withValue(double) - Method in interface com.opengamma.strata.market.option.Strike

Creates an new instance of the same strike type with value.

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified values.

withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface with the specified values.

wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a Result wrapping the result produced by the supplier.

wrap(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked

Wraps a block of code, converting checked exceptions to unchecked.

wrap(CheckedSupplier<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Wraps a block of code, converting checked exceptions to unchecked.

writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Outputs the report as an ASCII table.

writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report

Writes this report out as an ASCII table.

writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport

writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Outputs the report table in CSV format.

writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report

Writes this report out in a CSV format.

writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport

writeLine(List<String>) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a CSV line to the underlying, only quoting if needed.

writeLine(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a CSV line to the underlying.

writeLines(Iterable<? extends List<String>>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes CSV lines to the underlying.

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XAG' - Silver (troy ounce).

XAU - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XAU' - Gold (troy ounce).

XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for cross-currency Ibor-Ibor swap trades without FX reset.

XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard cross-currency Ibor-Ibor swap conventions.

XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.

XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for XCcyIborIborSwapCurveNode.

XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for XCcyIborIborSwapCurveNode.

XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating cross-currency Ibor-Ibor swap trades.

XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for XCcyIborIborSwapTemplate.

XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for XCcyIborIborSwapTemplate.

XmlElement - Class in com.opengamma.strata.collect.io

A single element in the tree structure of XML.

XmlFile - Class in com.opengamma.strata.collect.io

An XML file.

XPD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XPD' - Paladium (troy ounce).

XPT - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XPT' - Platinum (troy ounce).

xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of x-values, one for each point.

xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the xValues property.

xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of x-values, one for each point.

xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the xValues property.

xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the xValueType property.

XXX - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XXX' - No applicable currency.

Y

YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a year fraction relative to a base date - 'YearFraction'.

yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the year fraction between the specified dates.

yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the year fraction between the specified dates.

yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Calculates the year fraction using the specified day count.

yearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder

Sets the year fraction between the start and end date.

yearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder

Sets the year fraction between the start and end date.

yearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder

Sets the year fraction between the start and end date.

yearFraction() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the yearFraction property.

yearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

The meta-property for the yearMonth property.

YearMonthCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta

Curve node metadata for a curve node with a specific year-month.

YearMonthCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta

The meta-bean for YearMonthCurveNodeMetadata.

yieldConvention(YieldConvention) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta

The meta-property for the yieldConvention property.

yieldConvention(YieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the yieldConvention property.

YieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining accrued interest calculation type for a bond security.

yieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the yieldCurveInstruments property.

yieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the yieldCurvePoints property.

yieldFromDirtyPrice(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the yield of the fixed coupon bond product from dirty price.

yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the yValue property.

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the y-value for the specified x-value.

yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the sensitivity of the y-value with respect to the curve parameters.

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of y-values, one for each point.

yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the yValues property.

yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of y-values, one for each point.

yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the yValues property.

yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the yValueType property.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'ZA' - South Africa.

ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ZAR' - South African Rand.

zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains a zero amount instance of CurrencyAmount for the specified currency.

ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a zero rate - 'ZeroRate'.

ZeroRateDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency based on a zero rate continuously compounded curve.

ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for ZeroRateDiscountFactors.

ZeroRatePeriodicDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.

ZeroRatePeriodicDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for ZeroRatePeriodicDiscountFactors.

zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

zeroRatePointSensitivityWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified date.

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

ZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to the zero rate curve.

ZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for ZeroRateSensitivity.

zip(Stream<A>, Stream<B>) - Static method in class com.opengamma.strata.collect.Guavate

Creates a stream that combines two other streams, continuing until either stream ends.

zipWithIndex(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate

Creates a stream that wraps a stream with the index.

zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfo.Builder

Sets the trade time-zone, optional.

zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the zone property.

zSpreadFromCurvesAndDirtyPrice(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the z-spread of the fixed coupon bond from curves and dirty price.

zValue() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

The meta-property for the zValue property.

zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValue(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified x-value and y-value.

zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified pair of x-value and y-value.

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValueParameterSensitivity(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of z-values, one for each point.

zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the zValues property.

zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the x-value type, providing meaning to the z-values of the curve.

zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the zValueType property.

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